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Information
| Code | IEM763 |
| Name | Statistical Estimation |
| Term | 2022-2023 Academic Year |
| Term | Spring |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 6 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Yüksek Lisans Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. HÜSEYİN GÜLER |
| Course Instructor |
1 |
Course Goal / Objective
The course aims to provide the students with the ability to build the fundamentals of estimation theory that they are going to use in their research in MS and PhD studies.
Course Content
In this course, estimation methods, estimators, and the small and large sample properties of estimators will be examined.
Course Precondition
None
Resources
Statistical Inference, George Casella, Roger L. Berger, 2001, Duxbury
Notes
Introduction to Mathematical Statistics, 7/E, Robert V. Hogg, Joeseph McKean, Allen T Craig, Pearson, 2013.
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Defines the appropriate estimator for a problem |
| LO02 | Describes small sample properties of estimators |
| LO03 | Describes asymptotic properties of estimators |
| LO04 | Explains maximum likelihood estimator |
| LO05 | Uses method of moments to define a proper estimator for the problem of interest |
| LO06 | Obtains Bayesian estimators |
| LO07 | Uses EM algorithm to estimate parameters |
| LO08 | Determines the most suitable one among different tests of hypothesis |
| LO09 | Creates a confidence interval |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Explains contemporary concepts about Econometrics, Statistics, and Operation Research | 5 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Explains relationships between acquired knowledge about Econometrics, Statistics, and Operation Research | 4 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Explains how to apply acquired knowledge in the field to Economics, Business, and other social sciences | |
| PLO04 | Beceriler - Bilişsel, Uygulamalı | Performs conceptual analysis to develop solutions to problems | 5 |
| PLO05 | Beceriler - Bilişsel, Uygulamalı | Models problems with Mathematics, Statistics, and Econometrics | 4 |
| PLO06 | Beceriler - Bilişsel, Uygulamalı | Interprets the results obtained from the most appropriate method to predict the model | 4 |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Synthesizes the information obtained by using different sources within the framework of academic rules in a field that does not research | |
| PLO08 | Beceriler - Bilişsel, Uygulamalı | Uses acquired knowledge in the field to determine the vision, aim, and goals for an organization/institution | |
| PLO09 | Beceriler - Bilişsel, Uygulamalı | Searches for new approaches and methods to solve problems being faced | 4 |
| PLO10 | Beceriler - Bilişsel, Uygulamalı | Presents analysis results conveniently | |
| PLO11 | Beceriler - Bilişsel, Uygulamalı | Collects/analyzes data in a purposeful way | |
| PLO12 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Converts its findings into a master's thesis or a professional report in Turkish or a foreign language | |
| PLO13 | Beceriler - Bilişsel, Uygulamalı | Develops solutions for organizations using Econometrics, Statistics, and Operation Research | |
| PLO14 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Performs an individual work to solve a problem with Econometrics, Statistics, and Operation Research | |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Leads by taking responsibility individually and/or within the team | |
| PLO16 | Yetkinlikler - Öğrenme Yetkinliği | Being aware of the necessity of lifelong learning, it constantly renews itself by following the current developments in the field of study | |
| PLO17 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Uses a package program of Econometrics, Statistics, and Operation Research or writes a new code | |
| PLO18 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Interprets the feelings, thoughts and behaviors of the related persons correctly/expresses himself/herself correctly in written and verbal form | |
| PLO19 | Yetkinlikler - Alana Özgü Yetkinlik | Interprets data on economic and social events by following current issues | |
| PLO20 | Yetkinlikler - Alana Özgü Yetkinlik | Applies social, scientific and professional ethical values |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Point estimates: Estimators; Distributions of estimators; Bias, variance and mean square error - 1 | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 2 | Point estimates: Estimators; Distributions of estimators; Bias, variance and mean square error - 2 | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama, Problem Çözme |
| 3 | Small sample properties of estimators: Unbiasedness; Sufficiency; Efficiency | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım |
| 4 | Minimum variance unbiased estimator | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 5 | Maximum likelihood estimator | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 6 | Method of moments | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 7 | Rao-Blackwell and Cramer-Rao theorems | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama, Problem Çözme |
| 8 | Mid-Term Exam | General review | Ölçme Yöntemleri: Yazılı Sınav |
| 9 | Large sample properties of estimators: Consistency; Asymptotic unbiasedness; Asymptotic normality; Asympotic efficiency - 1 | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım |
| 10 | Large sample properties of estimators: Consistency; Asymptotic unbiasedness; Asymptotic normality; Asympotic efficiency - 2 | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 11 | Asymptotic properties of maximum likelihood estimator | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 12 | Interval estimate - 1 | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama, Problem Çözme |
| 13 | Interval estimate - 2 | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım |
| 14 | Hypothesis tests: Simple and composite hypothesis; Likelihood ratio test - 1 | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım, Alıştırma ve Uygulama |
| 15 | Hypothesis tests: Simple and composite hypothesis; Likelihood ratio test - 2 | Reading related chapters from reference books | Öğretim Yöntemleri: Anlatım, Problem Çözme |
| 16 | Term Exams | General review | Ölçme Yöntemleri: Yazılı Sınav |
| 17 | Term Exams | General review | Ölçme Yöntemleri: Yazılı Sınav |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 3 | 42 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 5 | 70 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 15 | 15 |
| Final Exam | 1 | 30 | 30 |
| Total Workload (Hour) | 157 | ||
| Total Workload / 25 (h) | 6,28 | ||
| ECTS | 6 ECTS | ||