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Course Information
22S:194 Statistical Inference II
Luke Tierney
Date:
Spring 2003
Course Information
Outline
Reading and Homework
Exams and Grading
EMail and World Wide Web
Week 1
Wednesday, January 22, 2003
Review Course Outline
Review First Semester Final Exam
Statistical Inference
Reading
Friday, January 24, 2003
Sufficiency
Reading
Homework
Week 2
Monday, January 27, 2003
Minimal Sufficiency
Reading
Homework
Wednesday, January 29, 2003
Ancillary Statistics
Reading
Homework
Friday, January 31, 2003
Likelihood
Reading
References
Week 3
Monday, February 3, 2003
Point Estimation
Method of Moments
Reading
Homework
Wednesday, February 5, 2003
Maximum Likelihood
MLE Invariance
Reading
Homework
Friday, February 7, 2003
Bayes Estimators
Reading
Homework
Week 4
Monday, February 10, 2003
Methods of Evaluating Estimators
Reading
Homework
Wednesday, February 12, 2003
Cramer-Rao Lower Bound
Reading
Homework
Friday, February 14, 2003
Finding Best Unbiased Estimators
Reading
Homework
Week 5
Monday, February 17, 2003
Loss Function Optimality
Reading
Wednesday, February 19, 2003
Loss Function Optimality
Bayes Estimators Are Not Unbiased
Reading
Homework
Friday, February 21, 2003
Hypothesis Testing
Reading
Week 6
Monday, February 24, 2003
Methods for Constructing Tests
Reading
Homework
Wednesday, February 26, 2003
First Midterm Exam
Friday, February 28, 2003
Evaluating Test Procedures
Reading
Homework
Week 7
Monday, March 3, 2003
Most Powerful Tests
Reading
Homework
Wednesday, March 5, 2003
More Most Powerful Tests
Reading
Homework
Friday, March 7, 2003
Monotone Likelihood Ratio
Reading
Homework
Week 8
Monday, March 10, 2003
P-values
Reading
Wednesday, March 12, 2003
Loss Function Optimality
Locally Most Powerful Tests
Reading
Homework
Friday, March 14, 2003
Interval and Set Estimation
Reading
Homework
Week 9
Monday, March 24, 2003
Inverting Tests
Reading
Homework
Wednesday, March 26, 2003
Pivotal Quantities
Bayes Tests
Reading
Homework
Friday, March 28, 2003
Evaluating Confidence Sets
Uniformly Most Accurate Sets
Reading
Homework
Week 10
Monday, March 31, 2003
Consistency
Reading
Homework
Wednesday, April 2, 2003
Second Midterm Exam
Friday, April 4, 2003
Approximate Normality
Reading
Homework
Week 11
Monday, April 7, 2003
Asymptotic Efficiency
Non-Normal Limiting Distributions
Variance-Stabilizing Transforms
Reading
Homework
Wednesday, April 9, 2003
Approximating Posterior Distributions
Reading
Homework
Friday, April 11, 2003
Limiting Distribution of Order Statistics
Asymptotic Relative Efficiency
Reading
Homework
Week 12
Monday, April 14, 2003
Bootstrap
Reading
Homework
Wednesday, April 16, 2003
Estimating Equations
MLE's Using an Incorrect Model
Reading
Homework
Friday, April 18, 2003
Robust Estimators
Reading
Homework
Week 13
Monday, April 21, 2003
Large Sample Hypothesis Tests
Reading
Homework
Wednesday, April 23, 2003
Other Likelihood-Bases Methods
Reading
Homework
Friday, April 25, 2003
Approcimate Confidence Sets
Reading
Homework
Week 14
Monday, April 28, 2003
Linear and Other Models
Reading
Homework
Wednesday, April 30, 2003
Examples of Linear Models
Reading
Homework
Friday, May2, 2003
Optimality Properties of Least Squares Estimators
Residuals and the Hat Matrix
Unbiased Estimation of
Joint Distribution of Least Squares Estimators and Residuals
Likelihood Ratio Tests
Reading
About this document ...
Luke Tierney 2003-05-04
