Introduction to Inferential Statistics

Objectives

Mastery of general concepts relating to statistical inference on a sample

Theoretical and practical knowledge of classical estimation methods

Understanding of how to construct a confidence interval

Course outline

Stochastic characteristics of a sample: moments and empirical distribution function, order statistics.

Statistical models, likelihood.

Fisher information.

Point estimation, qualities of an estimator, bias, root mean square error, consistency, efficiency, maximum likelihood estimator, moment estimator, Delta method.

Confidence intervals

Introduction to regression

Prerequisites

Integration and Probability