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Calendar

The Problem sets are due one week after they are handed out.

LEC #TOPICSKEY DATES
1Estimation Theory

Introduction
2Some Probability DistributionsProblem set 1 out
3Method of Moments
4Maximum Likelihood EstimatorsProblem set 2 out
5Consistency of MLE

Asymptotic Normality of MLE, Fisher Information
6Rao-Crámer Inequality
7Efficient EstimatorsProblem set 3 out
8Gamma Distribution

Beta Distribution
9Prior and Posterior Distributions
10Bayes Estimators

Conjugate Prior Distributions
Problem set 4 out
11Sufficient Statistic
12Jointly Sufficient Statistics

Improving Estimators Using Sufficient Statistics, Rao-Blackwell Theorem
13Minimal Jointly Sufficient Statistics

χ2 Distribution
Problem set 5 out
14Estimates of Parameters of Normal Distribution
15Orthogonal Transformation of Standard Normal Sample
16Fisher and Student Distributions
17Confidence Intervals for Parameters of Normal Distribution
18Testing Hypotheses

Testing Simple Hypotheses

Bayes Decision Rules
19Most Powerful Test for Two Simple HypothesesProblem set 6 out
20Randomized Most Powerful Test

Composite Hypotheses, Uniformly Most Powerful Test
21Monotone Likelihood Ratio

One Sided Hypotheses
22One Sided Hypotheses (cont.)Problem set 7 out
23Pearson's Theorem
24Goodness-of-Fit Test

Goodness-of-Fit Test for Continuous Distribution
25Goodness-of-Fit Test for Composite Hypotheses
26Test of Independence
27Test of HomogeneityProblem set 8 out
28Kolmogorov-Smirnov Test
29Simple Linear Regression

Method of Least Squares

Simple Linear Regression
30Joint Distribution of the Estimates
31Statistical Inference in Simple Linear RegressionProblem set 9 out
32Classification Problem

 








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