Statistical Inference

By Prof. Niladri Chatterjee | IIT Delhi

Learners enrolled: 2114

This course aims at giving the foundation knowledge of Probability and Statistical Inference. In particular, it gives details of theory of Estimation and testing of hypothesis. Both theoretical aspect will be discussed and practical problems will be dealt with in great detail. This course will help students and practitioners of statistics at both UG and PG level. This course will also serve as a foundation course for students workingon Machine Learning.

INTENDED AUDIENCE : Students and practitioners of Statistics, Mathematics
PREREQUISITES : Background of Probability, Basic Knowledge of Data its collection and descriptive statistics
INDUSTRY SUPPORT : Parameter Estimation and Testing of Hypothesis are basic requirements

Summary

Course Status :	Completed
Course Type :	Core
Duration :	8 weeks
Category :	Mathematics
Credit Points :	2
Level :	Undergraduate/Postgraduate
Start Date :	27 Jan 2020
End Date :	20 Mar 2020
Enrollment Ends :	03 Feb 2020
Exam Date :	29 Mar 2020 IST

Note: This exam date is subjected to change based on seat availability. You can check final exam date on your hall ticket.

Page Visits

Course layout

Week 1  : Revision of Probability, Different Discrete and Continuous Distributions
Week 2  : Functions of Random Variables and their distributions, T, Chi-sq, F distributions and their Moments
Week 3  : Introduction of statistics and the distinction between Data and its properties, and probabilistic models
Week 4  : Estimator and methods of estimation, Properties of an estimator: Consistency, Unbiasedness, Efficiency and Sufficiency
Week 5  : Neyman Factorization, Cramer-Rao Bound
Week 6  : Confidence Intervals, Concepts of hypothesis testing, Characteristics of Good Hypothesis, null and Alternative Hypotheses, Types of Errors
Week 7  : Inference on Population mean, Comparing two population means, Inference on Variance, Comparing two population variance
Week 8  : Neyman Pearson Lemma

Books and references

1) Probability and Statistics for engineers and scientists, Ed 4, Anthony J Hayter, Brroks/Cole, Cengage Learning.
2) Statistical Methods, R.J.Freund, W.J. Wilson and D.L Mohr, (Ed 3) Elsevier.
3) Mathematical Statistics: A Textbook, S. Biswas and G.L.Sriwastav, Narosa

Instructor bio

Prof. Niladri Chatterjee

IIT Delhi

Prof. Niladri Chatterjee is a professor of Department of Mathematics, IIT Delhi. He is B.Stat and M.Stat from Indian Statistical Institute Kolkata. He is an M.Tech in Computer Science and PhD in Computer science from University College London. His major research interests are Statistical Modeling, Big Data, Artificial Intelligence, Machine Learning, Natural Language Processing among others. He has more than 30 years of research and teaching experience. He is also member of several Government committees related to data science. He is currently Chair Professor in AI and Machine Learning.

Course certificate

• The course is free to enroll and learn from. But if you want a certificate, you have to register and write the proctored exam conducted by us in person at any of the designated exam centres.
• The exam is optional for a fee of Rs 1000/- (Rupees one thousand only).
• Date and Time of Exams: 29th March 2020, Morning session 9am to 12 noon; Afternoon Session 2pm to 5pm.
• Registration url: Announcements will be made when the registration form is open for registrations.
• The online registration form has to be filled and the certification exam fee needs to be paid. More details will be made available when the exam registration form is published. If there are any changes, it will be mentioned then.
• Please check the form for more details on the cities where the exams will be held, the conditions you agree to when you fill the form etc.

CRITERIA TO GET A CERTIFICATE:
• Average assignment score = 25% of average of best 6 assignments out of the total 8 assignments given in the course.
• Exam score = 75% of the proctored certification exam score out of 100
• Final score = Average assignment score + Exam score

YOU WILL BE ELIGIBLE FOR A CERTIFICATE ONLY IF AVERAGE ASSIGNMENT SCORE >=10/25 AND EXAM SCORE >= 30/75.
• If one of the 2 criteria is not met, you will not get the certificate even if the Final score >= 40/100.
• Certificate will have your name, photograph and the score in the final exam with the breakup.It will have the logos of NPTEL and IIT Madras. It will be e-verifiable at nptel.ac.in/noc.
• Only the e-certificate will be made available. Hard copies will not be dispatched.

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