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Course11110512464 lectures

Statistical Inference - IITKGP

Prof. Somesh Kumar · IIT Kharagpur

Start with lecture 1 At NPTEL

Lectures

WEEK 1

  1. Lecture 1: Introduction and Motivation-I Video
  2. Lecture 2: Introduction and Motivation-II Video
  3. Lecture 3: Basic Concepts of Point Estimations-I Video
  4. Lecture 4: Basic Concepts of Point Estimations-II Video
  5. Lecture 5: Basic Concepts of Point Estimations-III Video

WEEK 2

  1. Lecture 6: Basic Concepts of Point Estimations-IV Video
  2. Lecture 7: Finding Estimators-I Video
  3. Lecture 8: Finding Estimators-II Video
  4. Lecture 9: Finding Estimators-III Video
  5. Lecture 10: Finding Estimators-IV Video

WEEK 3

  1. Lecture 11 : Finding Estimators-V Video
  2. Lecture 12 : Finding Estimators-VI Video
  3. Lecture 13 : Properties of MLEs- I Video
  4. Lecture 14 : Properties of MLEs- II Video
  5. Lecture 15 : Lower Bounds for Variance-I Video

WEEK 4

  1. Lecture 16 : Lower Bounds for Variance-II Video
  2. Lecture 17 : Lower Bounds for Variance-III Video
  3. Lecture 18 : Lower Bounds for Variance-IV Video
  4. Lecture 19 : Lower Bounds for Variance-V Video
  5. Lecture 20 : Lower Bounds for Variance-VI Video

WEEK 5

  1. Lecture 21 : Lower Bounds for Variance - VII Video
  2. Lecture 22 : Lower Bounds for Variance - VIII Video
  3. Lecture 23 : Sufficiency - I Video
  4. Lecture 24 : Sufficiency - II Video
  5. Lecture 25 : Sufficiency and Information - I Video

WEEK 6

  1. Lecture 26 : Sufficiency and Information - II Video
  2. Lecture 27 : Minimal Sufficiency, Completeness - I Video
  3. Lecture 28 : Minimal Sufficiency, Completeness - II Video
  4. Lecture 29 : UMVU Estimation, Ancillarity - I Video
  5. Lecture 30 : UMVU Estimation, Ancillarity - II Video

WEEK 7

  1. Lecture 31: Testing of Hypotheses : Basic Concepts - I Video
  2. Lecture 32: Testing of Hypotheses : Basic Concepts - II Video
  3. Lecture 33: Neyman Pearson Fundamental Lemma - I Video
  4. Lecture 34: Neyman Pearson Fundamental Lemma - II Video
  5. Lecture 35: Application of NP - Lemma - I Video

WEEK 8

  1. Lecture 36 : Application of NP - Lemma - II Video
  2. Lecture 37 : UMP Tests-I Video
  3. Lecture 38 : UMP Tests-II Video
  4. Lecture 39 : UMP Tests-III Video
  5. Lecture 40 : UMP Tests-IV Video

WEEK 9

  1. Lecture 41 : UMP Unbiased Tests-I Video
  2. Lecture 42 : UMP Unbiased Tests-II Video
  3. Lecture 43 : UMP Unbiased Tests-III Video
  4. Lecture 44 : UMP Unbiased Tests-IV Video
  5. Lecture 45 : Applications of UMP Unbiased Tests - I Video
  6. Lecture 46 : Applications of UMP Unbiased Tests - II Video

WEEK 10

  1. Lecture 47: Unbiased Test for Normal Populations - I Video
  2. Lecture 48: Unbiased Test for Normal Populations - II Video
  3. Lecture 49: Unbiased Test for Normal Populations - III Video
  4. Lecture 50: Unbiased Test for Normal Populations - IV Video
  5. Lecture 51 : Likelihood Ratio Tests - I Video
  6. Lecture 52 : Likelihood Ratio Tests - II Video

WEEK 11

  1. Lecture 53 : Likelihood Ratio Tests - III Video
  2. Lecture 54 : Likelihood Ratio Tests - IV Video
  3. Lecture 55 : Likelihood Ratio Tests - V Video
  4. Lecture 56 : Likelihood Ratio Tests - VI Video
  5. Lecture 57 : Likelihood Ratio Tests - VII Video
  6. Lecture 58 : Likelihood Ratio Tests - VIII Video

WEEK 12

  1. Lecture 59: Test for Goodness of Fit - I Video
  2. Lecture 60: Test for Goodness of Fit - II Video
  3. Lecture 61: Interval Estimation - I Video
  4. Lecture 62: Interval Estimation - II Video
  5. Lecture 63: Interval Estimation - III Video
  6. Lecture 64: Interval Estimation - IV Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Kharagpur
Department
Mathematics
Teacher
Prof. Somesh Kumar
Level
Undergraduate
Language
English
Subjects
Mathematics
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
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