STAT711 | Statistical Theory 1

Fall 2020

Time: Mon/Thu 11-12:30am at SCB4401

Instructor

References


Lecture Notes

DateTopicNotes/HW
Oct 8 Random sample & moment generating function Lecture 15
Oct 11 Sample mean & variance, chi-squared and Student's t distribution Lecture 16
Homework 8
Oct 15 Sufficient statistics Lecture 17
Oct 18 Minimal sufficient statistics Lecture 18
Homework 9
Oct 22 Complete statistics, Basu's theorem Lecture 19
Oct 25 Rao-Blackwell theorem, UMVU, Lehmann-Scheffé theorem Lecture 20
Oct 29 MLE and its equivariant property Lecture 21
Homework 10
Nov 1 Fisher information, Cramér-Rao inequality Lecture 22
Nov 5 Bayesian estimators Lecture 23
Nov 8 Biasedness of Bayesian estimators, Minimax estimators Lecture 24
Homework 11
Nov 12 Hypothesis testing, Neyman-Pearson Lemma Lecture 25
Nov 15 One-sided hypothesis test, UMP Lecture 26
Nov 19 Likelihood ratio test, Wald test, Bayesian test Lecture 27