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Course Description

Course:STATISTICS III  

Code: QNT302     

1st Semester

Instructor: Simos Meintanis

 

Aims and Objectives

Provides the theoretical background necessary for further study of more specialized methodology of Statistics and Econometrics which is of particular interest to Economics.

Contents:

  1. Synopsis of theory of probability.
  2. Moment Generating Function and characteristic function.  Distribution of functions of random variables.
  3. Estimation: Efficiency, sufficiency, consistency and other asymptotic properties. Limit Theorems. Cramer-Rao bound. Moment and maximum likelihood estimation.
  4. Testing of hypotheses: Lemma Neyman-Pearson, uniformly most powerful tests,  monotone likelihood ratio tests and generalized likelihood ratio tests.    

Bibliography:

In Greek:

  1. Kokolakis & Fouskakis: «STATISTICS-Theory & Methods». Eds. Symeon 2009.
  2. K. Drakatos, «Statistics», . Eds. Papazisis 1984.

In English:

  1. Mood A.M., Graybill F. & Boes, D.C., “Introduction to the Theory of Statistics”, McGraw-Hill, 1974
  2. Garthwaite P., Jolliffe I.A., & Jones B., “Statistical Inference”, Oxford University Press, 2002