The lectures notes are available as single files mapped to the lecture sessions below or as a complete document (PDF - 1.45MB).
LEC # | TOPICS | LECTURE NOTES |
---|---|---|
1 |
Estimation Theory Introduction |
(PDF) |
2 | Some Probability Distributions | (PDF) |
3 | Method of Moments | (PDF) |
4 | Maximum Likelihood Estimators | (PDF) |
5 |
Consistency of MLE Asymptotic Normality of MLE, Fisher Information |
(PDF) |
6 | Rao-Crámer Inequality | (PDF) |
7 | Efficient Estimators | (PDF) |
8 |
Gamma Distribution Beta Distribution |
(PDF) |
9 | Prior and Posterior Distributions | (PDF) |
10 |
Bayes Estimators Conjugate Prior Distributions |
(PDF) |
11 | Sufficient Statistic | (PDF) |
12 |
Jointly Sufficient Statistics Improving Estimators Using Sufficient Statistics, Rao-Blackwell Theorem |
(PDF) |
13 |
Minimal Jointly Sufficient Statistics χ2 Distribution |
(PDF) |
14 | Estimates of Parameters of Normal Distribution | (PDF) |
15 | Orthogonal Transformation of Standard Normal Sample | (PDF) |
16 | Fisher and Student Distributions | (PDF) |
17 | Confidence Intervals for Parameters of Normal Distribution | (PDF) |
18 |
Testing Hypotheses Testing Simple Hypotheses Bayes Decision Rules |
(PDF) |
19 | Most Powerful Test for Two Simple Hypotheses | (PDF) |
20 |
Randomized Most Powerful Test Composite Hypotheses. Uniformly Most Powerful Test |
(PDF) |
21 |
Monotone Likelihood Ratio One Sided Hypotheses |
(PDF) |
22 | One Sided Hypotheses (cont.) | (PDF) |
23 | Pearson’s Theorem | (PDF) |
24 |
Goodness-of-Fit Test Goodness-of-Fit Test for Continuous Distribution |
(PDF) |
25 | Goodness-of-Fit Test for Composite Hypotheses | (PDF) |
26 | Test of Independence | (PDF) |
27 | Test of Homogeneity | (PDF) |
28 | Kolmogorov-Smirnov Test | (PDF) |
29 |
Simple Linear Regression Method of Least Squares Simple Linear Regression |
(PDF) |
30 | Joint Distribution of the Estimates | (PDF) |
31 | Statistical Inference in Simple Linear Regression | (PDF) |
32 | Classification Problem | (PDF) |