The text, which will be followed closely, is [SI] = Casella, George, and Roger L. Berger. Statistical Inference. Cengage Learning, 2001. ISBN: 9780534243128.
SES # | TOPICS | Sections of the Book |
---|---|---|
1 | Samples and their Characteristics: Sample vs Population, Histogram, Sample Moments, Order Statistics | [SI] Sections 5.1–5.4. |
2 | Types of Convergence and Limit Theorems: LLN, CLT, Slutsky Theorem, Chebyshev's Inequality | [SI] Section 5.5. |
3 | Summarizing Data: Sufficient Statistics Minimal Sufficient Statistic, Ancillary Statistics | [SI] Sections 6.1–6.4. |
4 | Point Estimates and their Comparison: Unbiasness, MSE, Rao-Cramer Bound, Information Matrix; Asymptotic behavior: Consistency, Asymptotic Normality, Asymptotic Efficiency | [SI] Section 7.3. |
5 | Method of Moments | [SI] Section 7.2.1. |
6 | Maximum Likelihood | [SI] Section 7.2.2. |
7 | Testing: Size and Power, UMP Test and Neyman-Pearson Lemma, Wald Test | [SI] Sections 8.1–8.3. |
8 | Confidence Sets Construction | [SI] Sections 9.1–9.3. |