# InfoCoBuild

## Statistical Inference

Statistical Inference. Instructor: Prof. Somesh Kumar, Department of Mathematics, IIT Kharagpur. This course covers some important topics in statistical inference. Point Estimation: unbiasedness, consistency, efficiency, method of moments, maximum likelihood estimations, method of lower bounds, sufficiency and completeness. Testing of Hypotheses: determination of most powerful & uniformly most powerful tests, likelihood ratio tests. Interval Estimation: methods for finding confidence intervals, shortest length confidence intervals. (from nptel.ac.in)

 Lecture 01 - Introduction and Motivation

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 Lecture 01 - Introduction and Motivation Lecture 02 - Basic Concepts of Point Estimations I Lecture 03 - Basic Concepts of Point Estimations II Lecture 04 - Finding Estimators I Lecture 05 - Finding Estimators II Lecture 06 - Finding Estimators III Lecture 07 - Properties of Maximum Likelihood Estimation Lecture 08 - Lower Bounds for Variance I Lecture 09 - Lower Bounds for Variance II Lecture 10 - Lower Bounds for Variance III Lecture 11 - Lower Bounds for Variance IV Lecture 12 - Sufficiency Lecture 13 - Sufficiency and Information Lecture 14 - Minimal Sufficiency, Completeness Lecture 15 - Uniformly Minimum-Variance Unbiased (UMVU) Estimation, Ancillarity Lecture 16 - Invariance I Lecture 17 - Invariance II Lecture 18 - Bayes and Minimax Estimation I Lecture 19 - Bayes and Minimax Estimation II Lecture 20 - Bayes and Minimax Estimation III Lecture 21 - Testing of Hypotheses: Basic Concepts Lecture 22 - Neyman-Pearson Fundamental Lemma Lecture 23 - Applications of Neyman-Pearson Lemma Lecture 24 - Uniformly Most Powerful (UMP) Tests Lecture 25 - Uniformly Most Powerful (UMP) Tests (cont.) Lecture 26 - UMP Unbiased Tests Lecture 27 - UMP Unbiased Tests (cont.) Lecture 28 - UMP Unbiased Tests: Applications Lecture 29 - Unbiased Tests for Normal Populations Lecture 30 - Unbiased Tests for Normal Populations (cont.) Lecture 31 - Likelihood Ratio Tests I Lecture 32 - Likelihood Ratio Tests II Lecture 33 - Likelihood Ratio Tests III Lecture 34 - Likelihood Ratio Tests IV Lecture 35 - Invariant Tests Lecture 36 - Test for Goodness of Fit Lecture 37 - Sequential Procedure Lecture 38 - Sequential Procedure (cont.) Lecture 39 - Confidence Intervals Lecture 40 - Confidence Intervals (cont.)