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Course Detail

Course Name Statistical Inference Theory
Course Code 24MAT303
Program Integrated M. Sc. Mathematics and Computing
Semester V
Credits 3
Campus Coimbatore

Summary

Estimation theory – Point Estimation – Introduction- criteria of point estimation, unbiasedness, consistency, sufficiency, and efficiency of various distributions, method of maximum likelihood estimation and method of moments – minimum risk estimators.

Interval Estimation: Introduction – confidence Interval for mean of a Normal Distribution with Variance known and unknown – Confidence Interval for the two means of a Normal Distribution with Variance known and unknown, Confidence interval for one and two Population Proportions , Confidence interval for the variance and ratio of variances.

Inference theory – introduction to hypothesis testing – large sample tests for single mean and two means – large sample tests for single proportion and two proportions. +

Small sample tests for single mean and two means – paired t-test – test for single variance – test for equality of two variances.

Chi-square goodness of fit for Binomial, Poisson and Normal distributions, Independence of attributes, test for homogeneity, Non-parametric tests – sign test, signed rank test and Mann-Whitney U test.

Text books

  1. Douglas C. Montgomery and George C. Runger, Applied Statistics and Probability for Engineers, John Wiley and Sons Inc., 2005
  2. Amir D Azcel, Jayavel Sounderpandian, Palanisamy Saravanan and Rohit Joshi, Complete Business Statistics, 7th edition McGrawHill education 2012. +
  3. Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers and Keying Ye, Probability and Statistics for Engineers and Scientists, 8th Edition, Pearson Education Asia, 2007.
  4. Ross S.M., Introduction to Probability and Statistics for Engineers and Scientists, 3rd edition, Elsevier Academic Press.
  5. Ravichandran, J. Probability and Statistics for engineers, First Reprint Edition, Wiley India, 2012.

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