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Syllabus

Course Number 0365-2103-01
Course Name Statistical Theory
Academic Unit The Raymond and Beverly Sackler Faculty of Exact Sciences -
Statistics and Operations Research
Lecturer Prof. Felix AbramovichContact
Contact Email: felix@tauex.tau.ac.il
Office Hours By appointmentBuilding: Schreiber - Mathematics , Room: 116
Mode of Instruction Lecture
Credit Hours 3
Semester 2022/2
Day Tue
Hours 15:00-18:00
Building Schreiber - Mathematics
Room 006
Syllabus Not Found

Short Course Description

Introduction: likelihood function, sufficiency, exponential family of distributions.

Estimation: MLE, method of moments, unbiasedness, UMVUE, Cramer-Rao inequality, Rao-Blackwell theorem.

Confidence intervals.

Hypothesis testing: basic notions, Neyman-Pearson lemma, uniformly most powerful tests, generalized likelihood ratio tests, Wald sequential test.

Large samples theory.

Bayesian inference.



Full Syllabus
Course Requirements

Final Exam

Students may be required to submit additional assignments
Full requirements as stated in full syllabus

PrerequisiteProbability for Sciences (03652100) ORProbability For (03663098)

The specific prerequisites of the course,
according to the study program, appears on the program page of the handbook



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