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Workshop on Statistical Inference Frequentist & Bayesian Estimation

February 25 @ 10:00 am - February 29 @ 4:00 pm UTC+6

I would like to inform you that the Center for Computational & Data Sciences (CCDS) is going to organize a workshop on Statistical Data Analysis using Bayesian Analysis from 25th Feb 2024 to 29th Feb 2024. The following speaker is invited to the event:

  1. Shahariar Huda, PhD, Professor, Department of Statistics & Operation Research, Faculty of Science, Kuwait University.

The details are as follows:

SL Time Date: 25/02/2024
01 10:30 AM – 12:00 PM Introduction to Bayesian Statistics

Statistical Experiments, Forms of Statistical Inference, Random Variables and Some Standard Distributions, Samples and Sampling Distributions, and Exercises.

02 12:00 AM – 12:15 AM Tea break
03 12:15 AM – 01:45 PM Theory of Point Estimation

General Problem (Unbiasedness, Minimum Mean Squared Error), Sufficiency and Completeness, Exponential Family of Distributions, Lower Bound for Variance of Estimators (Cramer-Rao Lower Bound), Uniformly Minimum Variance Unbiased Estimators (UMVUE), Exercises.

04 01:45 PM Lunch

 

SL Time Date: 27/02/2024
01 10:30 AM – 12:00 PM Maximum Likelihood Estimation

The Method of Maximum Likelihood (MLE), Asymptotic Properties of MLE, Exercises.

02 12:00 AM – 12:15 AM Tea break
03 12:15 AM – 01:45 PM Methods of Moment

Introduction, Method of Moments Estimators, Some Remarks, Exercises.

04 01:45 PM Lunch

 

SL Time Date: 28/02/2024
01 10:30 AM – 12:00 PM Method of Least Squares

Introduction, Linear Models, Use of Matrices, Properties of LSE (Gauss-Markov Theorem), Full-rank Models with Non-Constant Variance, LSE in Non-Full-rank Models, Geometric Interpretation of LSE, Exercises

02 12:00 AM – 12:15 AM Tea break
03 12:15 AM – 01:45 PM Set Estimation

Confidence Interval, Confidence Set, Exercises

04 01:45 PM Lunch

 

SL Time Date: 29/02/2024
01 10:30 AM – 12:00 PM Bayesian Approach Part-I

Introduction (extension of the statistical model description, prior and posterior distributions, proper and improper priors, uninformative and informative priors, conjugate priors), Exercises

02 12:00 AM – 12:15 AM Tea break
03 12:15 AM – 01:45 PM Bayesian Approach Part-II

Point Estimation (decision-theoretic framework, loss function, risk function, Bayes estimator, Minimax estimator), Interval Estimation, Hypothesis Testing, Exercises

04 01:45 PM Lunch

Details

Start:
February 25 @ 10:00 am UTC+6
End:
February 29 @ 4:00 pm UTC+6

Details

Start:
February 25 @ 10:00 am UTC+6
End:
February 29 @ 4:00 pm UTC+6