Brief Information
- Name : Mathematical statistics 1
- Lecturer : 지은숙
- Semester : 2014 Fall
- Course : BM. Mathematics
- Textbook : 여인권, 송문섭, 허문열?(2009) 이론통계. 박영사
- Syllabus [link]
- In?short
- Introduction to Statistics.
- 2-semester course: ?Mathematical statistics 1 and?Mathematical statistics 2
Trace lectures
Assignments
None
Summarize?themes
[After mid-term exam]
- t-distribution
- F-distribution
- Desirable characteristics of estimators
- Bias
- Small MSE(Mean Square Error). Big efficiency.
- Consistency
- Estimation
- Point estimation
- Method of moment estimation
- Method of maximum likelihood estimation
- Interval estimation
- Confidence interval
- Confidence level
- Interval estimation in the normal distribution
- Interval estimation of ratio
- Limit of error
- Point estimation
- Hypothesis testing
- Null hypothesis
- Alternative hypothesis
- Test statistic
- Critical region
- Acceptance region
- Significance level
- Type I error
- Type II error
- p-value
- Significance probability
- Simple hypothesis
- Composite hypothesis
- Power function
- Power
- One-sided test
- Two-sided test
- Randomized test and Non-randomized test
- Test function. Critical function.
- Best critical region of size?$latex alpha $
- Neyman-Pearson lemma
- Likelihood ratio
- UMP test (Uniformly Most Powerful test) of size $latex alpha$