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# STATISTICS BOOK FOR

## ISI IIT MSTAT

ENTRANCE EXAM

SYLLABUS COVERED
Transformation of Random Variables. Order Statistics

properties.

## Estimation: Unbiasedness, consistency and efficiency of estimators,

method of moments and method of maximum likelihood.

## Sufficiency, factorization theorem. Completeness, Rao-Blackwell and

Lehmann-Scheffe theorems, uniformly minimum variance unbiased
estimators.

## Rao-Cramer inequality. Confidence intervals for the parameters of

univariate normal, two independent normal, and one parameter exponential
distributions.

## Testing of Hypotheses: Basic concepts, applications of Neyman-Pearson

Lemma for testing simple and composite hypotheses.

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