TN0 − MATHEMATICAL STATISTICS

Credits: 3

Theory: 2 credits, Practice: 1 credit

I. Overview

This course provides :

- The fundametal concepts of mathematical statistics which is the science of planning expriments, obtaining data, analyzing and drawing conclusions based on the data.

- The applications to others sciences.

II. Prerequisites

- TN402 - Theory of probability.

III. Contents

Chapter 1 Statistical model

1.1 Sample, sample distribution

1.2 Statistic, sufficient statistic

1.3 The role of sufficiency

Chapter 2 Parameter estimation

2.1 Point estimation

2.2 Consistent, unbiased estimator

2.3 Methods of estimate : Least square, Moment, Maximum likelihood

2.4 Confidence interval estimates

Chapter 3 Hypothesis testing

3.1 Basic concepts

3.2 Tests of hypothesis with single alternative, the Neymann-Pearson lemma

3.3 Tests of hypothesis with compound alternative

Lab assignment : 1 credit

IV. References

[1] Dao Huu Ho, Nguyen Van Huu, Hoang Huu Nhu. Mathematical Statistics. Education, Hanoi (2005).

[2] Cramer H. Mathematical methods in statistics. John Wiley (1959).

[3] Lehmann E. L. Testing statistical hypotheses. John Willey (1959).