18.655 | Spring 2016 | Graduate

Mathematical Statistics

Course Description

This course provides students with decision theory, estimation, confidence intervals, and hypothesis testing. It introduces large sample theory, asymptotic efficiency of estimates, exponential families, and sequential analysis.
Learning Resource Types
Problem Sets
Lecture Notes
Plot of observed log-odds vs exposure time.
Generalized linear model of lung disease incidence as a function of exposure for coal miners. Image by Dr. Peter Kempthorne from Lecture 26 Case Study: Applying Generalized Linear Models.