University of Hong Kong

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STAT 1302 Probability and Statistics II

Related Textbook(s)/Reference(s):
1 sharing(s) available for this course
Average Rating:

6.00


Anonymous shared this review at 9:23pm 4 March 2015
  • Professor: Dr. K.S. CHONG
  • Language: English
Rating:

6.00

Course Description
1. Overview: random sample; sampling distributions of statistics; moment generating function; large-sample theory: laws of large numbers and Central Limit Theorem; likelihood; sufficiency; factorisation criterion; 
2. Estimation: estimator; bias; mean squared error; standard error; consistency; Fisher information; Cramer-Rao Lower Bound; efficiency; method of moments; maximum likelihood estimator; 
3. Hypothesis testing: types of hypotheses; test statistics; p-value; size; power; likelihood ratio test; Neyman-Pearson Lemma; generalized likelihood ratio test; Pearson chi-squared test; Wald tests; 
4. Confidence interval: confidence level; confidence limits; equal-tailed interval; construction based on hypothesis tests.
Assessment
Examination	One 2-hour written examination	75%
Assignments	Coursework (assignments, tutorials and a class test)	25%
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Teaching Professor(s)

Dr. K.S. CHONG

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