| 1, 2, 3, 4 |
Deciding between Two Simple Hypotheses: The Neyman-Pearson Lemma
Decision Theory
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Read Sec. 1.1, 1.2 |
| 5, 6, 7 |
Bayes Decision Theory
The Sequential Probability Ratio Test
Sequential Decision Theory
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Problem Set 1 due |
Read Sec. 1.3, 1.5, 1.6 |
| 8, 9, 10 |
Proof of Optimality of the SPRT
Sufficient Statistics
Estimation and Convexity
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Problem Set 2 due |
Read Sec. 1.7, 2.1, 2.2 |
| 11, 12, 13 |
Minimal Sufficiency and the Lehmann-Scheffé Property
Lower bounds on Mean-squared Errors: Information Inequalities
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Problem Set 3 due |
Read Sec. 2.3, 2.4 |
| 14, 15, 16 |
Exponential Families
Bayes Estimation
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Problem Set 4 due |
Read Sec. 2.5, 2.6 |
| 17, 18, 19 |
Bayes Estimation
Stein's Phenomenon and James-Stein Estimators
Maximum Likelihood Estimates - In Exponential Families
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Problem Set 5 due |
Read Sec. 2.6, 2.7, 3.1 |
| 20 |
M-estimators and Their Consistency
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Problem Set 6 due |
Read Sec. 3.3 |
| 21 |
Review for Midterm Exam |
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| 22 |
Midterm Exam |
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| 23, 24, 25 |
M-estimators and Their Consistency
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Read Sec. 3.3 |
| 26, 27, 28 |
M-estimates and Robust Location Estimates
Robustness, Breakdown Points, and 1-dimensional Location M-estimates
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Problem Set 7 due |
Read Sec. 3.4, 3.44 |
| 29, 30, 31, 32 |
Consistency of Approximate M-estimators of psi type
Asymptotic Normality of M-estimates
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Problem Set 8 due |
Read Sec. 3.5, 3.6 |
| 33, 34, 35, 36 |
Efficiency of Estimators
Efficiency of Maximum Likelihood Estimators
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Problem Set 9 due |
Read Sec. 3.7, 3.8 |
| 37, 38, 39 |
Catch-up and Review for Final Exam |
Problem Set 10 due |
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| 40 |
Final Exam |
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