Testing Of Hypothesis

Paper Code: 
STT 501
Credits: 
3
Contact Hours: 
45.00
Max. Marks: 
100.00
Objective: 

This paper is designed to familiarize the students with concept of  testing and Non- Parametric Inference

9.00
Unit I: 
Statistical Hypothesis and test of significance I

Definition, Simple and Composite hypotheses. Null and Alternative Hypotheses, two Types of errors,critical region , level of significance critical and p-values, statistical test: one tailed and two tailed test, Power and size of the test

9.00
Unit II: 
Statistical Hypothesis II

Idea of most powerful test, uniformly most powerful test, Types of randomized and non randomized test, Neyman Pearson Lemma and its application for finding BCR. BCR in case of Binomial, Poisson and of Normal and Exponential Populations.

9.00
Unit III: 
Order Statistics

Defination uses and applications, joint and marginal distributions of rth and sth order statistics. Distribution of range and median (when n is odd)

 

9.00
Unit IV: 
Sequential analysis

Elementary of Wald’s sequential testing, sequential probability ratio test with essential and optimum properties (without proof).

9.00
Unit V: 
Non Parametric Tests

Definition merits and limitations, Sign test for univariate and bivariate distributions, Run test and Median test for small and large samples.

Essential Readings: 

Essential readings 1. Goon, A.M., Gupta, M.K. and Dasgupta, B. Das (1991): An Outline of Statistics, Volume II, The World Press Pvt Ltd, Calcutta 2. Gupta, S.C. and Kapoor, V.K.: Fundamentals of Mathematical Statistics, S Chand & Company, New Delhi. 3. Mood Alexander M., Graybill Frankline and Boes Duane C.: Introduction to Theory of Statistics, Mc Graw Hill & Company Third Edition

References: 

1. Rohatgi, V.K.(1967): An Introduction to Probability Theory and Statistics, John Wiley And Sons. 2. Casella,G. and Berger, Roger L.: Statistical Inference, Duxbury Thompson Learning , Second Edition. 3. Snedecor, G.W. and Cochran, W.G. (1967): Statistical Methods, Iowa State University Press. 4. Gibbons, J. Dickinson and Chakraborthy, S.: Nonparametric Statistical Inference, CRC, Fourth Edition. 5. Rohatgi, V.K. and Saleh, A.K. Md. Ehsanes (2001): An Introduction to Probability Theory and Statistics, Second Edition, John Wiley andSons.6.Wald,Abraham(1947):Sequential ananlysis, new York: John Wiley & Sons

Academic Year: 
2018-2019
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