| Week | Topic | Reading | Homework and Exam | Handouts |
|---|---|---|---|---|
| Week 1 01/16 01/18 |
Introduction and Review Bayes Decisions and Estimators |
Chapter 4.1.1-4.1.2 | |
|
| Week 2 01/23 01/25 |
Bayes Decisions and Estimators MCMC |
Chapter 4.1.3-4.1.4 | HW1 : solution | Lecture Notes pdf ; LaTex |
| Week 3 01/30 02/01 |
Invariance |
Chapter 4.2 | HW2 : solution | Scribed Lecture Notes pdf ; LaTex |
| Week 4 02/06 02/08 |
Invariance |
Chapter 4.3 | HW3 : solution |
Scribed Lecture Notes pdf1 ;
LaTex 1 Scribed Lecture Notes pdf2 ; LaTex 2 |
| Week 5 02/13 02/15 |
Minimaxity and Admissibility +MLE |
Chapter 4.4 | HW4 : solution | |
| Week 6 02/20 02/22 |
Asymptotic Efficiency of MLE | Chapter 4.5 | HW5 : solution | |
| Week 7 02/27 03/01 |
Density Estimation | Chapter 5.1 | HW6 : solution |
Lecture Notes on MLE |
| Week 8 03/06 03/08 |
Review |
Midterm | ||
| Week 9 | Spring Break | |||
| Week 10 03/20 03/22 |
Statistical Functionals | Chapter 5.2 | ||
| Week 11 03/27 03/29 |
Variance Estimation | Chapter 5.5 | HW7 : solution | |
| Week 12 04/03 04/05 |
Neyman-Pearson Lemma and UMP Tests | Chapter 6.1 | HW8 : solution | |
| Week 13 04/10 04/12 |
UMPU Test UMPI Test |
Chapter 6.2-6.3 | HW9 : solution | |
| Week 14 04/17 04/19 |
Parametric tests: Likelihood based tests Nonparametric tests: rank tests, Empirical likelihood ratio tests |
Chapter 6.3-6.4 | HW10 : solution | |
| Week 15 04/24 04/26 |
Review | Chapter 6.2 | HW11 : solution | |
| Final Week 05/03 |
Last modified:
.