The Finnish Doctoral Programme in Stochastics and Statistics
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Summer School on Probability Theory


Academy of Finland

Course: Testing Statistical Hypothesis and Monitoring Problems

FDPSS organizes a course on Testing Statistical Hypothesis and Monitoring Problems. The course is intended for giving a broad overview of classical statistical inference, specially testing of statistical hypothesis, along with the monitoring problems and the statistical problems related to process control. Recent developments, specially adaptive procedures in the light of classical problems will be discussed in brief.

Course outline

We have 4 hour lecture sessions in each day between 11.00 am to 16.00 pm with 1 hour break in between.

Thursday 17th November    Introduction to Testing of Hypothesis; Neyman- Pearson Lemma and classical testing, Construction of MP and UMP tests, Idea of UMPU and LMP tests
Monday 21st November    Likelihood ratio tests, multiple hypotheses testing, dual hypotheses test; testing for pattern recognition
Thursday 24th November    Concept of score function, specially ranks; Nonparametric tests for location and scale separately, simultaneous tests for location and scale
Monday 28th November    Adaptive tests, Sequential Tests, Testing in clinical trials; Statistical monitoring problems and Problems on process control
Thursday 1st December    Advances in Nonparametric quality control
Monday 5th December    A research problem for evaluation

Place

Room U510, The main building of the Aalto University School of Science and Technology, Otakaari 1, Espoo.

Registration and Credits

Deadline of Registration is November 5th, 2011. To register, send an email to the lecturer with Name/ Affiliation/ A brief description of the background and courses taken in the past.

The credit points are 5 at the most. The credits are given from problem solving: Especially inferential problems based on Monte-Carlo will be given as an exercise.

Lecturer and contact information

Ph.D. Amitava Mukherjee

amitava.mukherjee@tkk.fi