Calendar

Note: The readings refer to the lecture notes.

SES # TOPICS KEY DATES READINGS
1, 2, 3, 4

Deciding between Two Simple Hypotheses: The Neyman-Pearson Lemma
Decision Theory

Read Sec. 1.1, 1.2
5, 6, 7

Bayes Decision Theory
The Sequential Probability Ratio Test
Sequential Decision Theory

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

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

Problem Set 3 due Read Sec. 2.3, 2.4
14, 15, 16

Exponential Families
Bayes Estimation

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

Problem Set 5 due Read Sec. 2.6, 2.7, 3.1
20

M-estimators and Their Consistency

Problem Set 6 due Read Sec. 3.3
21 Review for Midterm Exam
22 Midterm Exam
23, 24, 25

M-estimators and Their Consistency

Read Sec. 3.3
26, 27, 28

M-estimates and Robust Location Estimates
Robustness, Breakdown Points, and 1-dimensional Location M-estimates

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

Problem Set 8 due Read Sec. 3.5, 3.6
33, 34, 35, 36

Efficiency of Estimators
Efficiency of Maximum Likelihood Estimators

Problem Set 9 due Read Sec. 3.7, 3.8
37, 38, 39 Catch-up and Review for Final Exam Problem Set 10 due
40 Final Exam