Ses # | Topics | Key Dates |
---|---|---|
1 |
Introduction, Probabilistic Concepts, Normal Distribution |
|
2 |
Limit Theorems |
Problem Set 1 Assigned |
3 |
Samples, Statistics, Sample Distributions |
|
4 |
Sufficient Statistics |
Problem Set 1 Due Problem Set 2 Assigned |
5 |
Point Estimators, Method of Moments |
|
6 |
Efficient Estimators, Rao-Cramer Bound |
Problem Set 2 Due Problem Set 3 Assigned |
7 |
Large Sample Properties of Maximum Likelihood Estimation (MLE) |
|
8 |
Testing Concepts |
Problem Set 3 Due Problem Set 4 Assigned |
9 |
Testing, Uniformly Most Powerful (UMP) Tests, Neyman-Pearson Lemma |
|
10 |
Large Sample Tests |
Problem Set 4 Due Problem Set 5 Assigned |
11 |
Confidence Sets Construction |
|
12 |
Bayesian Concepts |
Problem Set 5 Due Problem Set 6 Assigned |
13 |
No Lectures |
Midterm Exam Problem Set 6 Due |