| Lecture slides |
Annotated |
Topics |
Corresponding section(s) of Casella and Berger |
| Lec_01.pdf |
Lec_01_annotated.pdf |
Sufficient statistics |
6.1 - 6.2.1 |
| Lec_02.pdf |
Lec_02_annotated.pdf |
Minimality, ancillarity |
6.2.2 - 6.2.3 |
| Lec_03.pdf |
Lec_03_annotated.pdf |
Completeness |
6.2.4 |
| Lec_04.pdf Lec_04_R_code |
Lec_04_annotated.pdf |
Moment, maximum likelihood, and quantile estimators |
7.1 - 7.2.2 |
| Lec_05.pdf |
Lec_05_annotated.pdf |
Bayes estimators |
7.2.3 |
| End Exam I Material |
|
|
|
| Lec_06.pdf |
Lec_06_annotated.pdf |
Best unbiased estimators, Rao-Blackwell |
7.3.1, 7.3.3 |
| Lec_07.pdf |
Lec_07_handwritten_notes.pdf |
Fisher Information, Cramér-Rao lower bound |
7.3.2 |
| Lec_08.pdf |
Lec_08_annotated.pdf |
Consistency of estimators |
10.1.1 |
| Lec_09.pdf |
Lec_09_annotated.pdf |
Asymptotic distributions of estimators |
10.1.2, 10.1.3 |
| Lec_10.pdf |
Lec_10_annotated.pdf |
Tests of hypotheses, size, power, and p-values |
8.1, 8.3.1, 8.3.4 |
| Lec_11.pdf |
Lec_11_annotated.pdf |
UMP, UMPU tests, Neyman-Pearson, Karlin-Rubin |
8.3.2 |
| End Exam II Material |
|
|
|
| Lec_12.pdf |
Lec_12_annotated.pdf |
Likelihood ratio tests |
8.2.1, 10.3.1 |
| Lec_13.pdf Lec_13_R_code |
Lec_13_annotated.pdf |
Score and Wald tests |
10.3.2 |
| Lec_14.pdf |
Lec_14_annotated.pdf |
Confidence intervals and sets, credible intervals |
9.1, 9.2, 10.4 |
| Homework |
Topics |
Due in class on |
Solutions |
| hw_01.pdf |
Sufficiency, minimality, ancillarity, completeness |
Thursday, Jan 26th |
hw_01_sol.pdf |
| hw_02.pdf |
Maximum likelihood and method of moments estimators |
Tuesday, Feb 7th |
hw_02_sol.pdf |
| hw_03.pdf |
Bayesian estimators, MLEs, MoMs, bias and mean squared error |
Tuesday, Feb 14th |
hw_03_sol.pdf |
| hw_04.pdf |
Rao-Blackwell, Fisher information, Cramér-Rao lower bound |
Thursday, Mar 2nd |
hw_04_sol.pdf |
| hw_05.pdf |
Consistency, asymptotic distributions of estimators, asymptotic relative efficiency |
Thursday, Mar 16th |
hw_05_sol.pdf |
| hw_06.pdf |
Asymptotic distributions of estimators, size and power of some classical tests |
Tuesday, Mar 28th |
hw_06_sol.pdf |
| hw_07.pdf |
Likelihood ratio tests |
Thursday, Apr 13th |
hw_07_sol.pdf |
| hw_08.pdf |
Large-sample tests and confidence intervals |
Monday, Apr 24th |
hw_08_sol.pdf |