Readings

The text, which will be followed closely, is [SI] = Buy at Amazon 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.