Note: The class text, Mathematical Statistics (2/e) by Peter
Bickel and Kjell Doksum, is substantially different and better than the first
edition by the same name and authors it is also organized differently (the
old Chapter 1 has become the new Appendix B, with remaining chapters
renumbered accordingly, for example). Be sure to get the second edition, not
the first.



Assignment 
Notes 

Date 

1/11  Introduction: Likelihood, 3½ Paradigms  Lec Notes »»  
 1/18  Models, Random Samples, Generating Functions  Lec Notes »»  
 1/23  1/25  Sufficiency, Exponential Families  B&D Ch 1  HW 1 (sol)  
 1/30  2/01  Point Estimation: Bias, Risk, Consistency  B&D Ch 2  
 2/06  2/08  Efficiency & the Frêchet (CramérRao) Information Inequality, RaoBlackwell 
HW 2 (sol)  
 2/13  2/15  Normal Approximations, Bayes & Frequentist  B&D Ch 3  
 2/20  2/22  MLE and its properties  B&D Ch 2  HW 3 (sol)  
 2/27  3/01  Jeffreys and Reference Bayesian Inference  GCSR § 2.8  
 3/06  3/08  Takehome Midterm Exam (2000, 2001, 2002, 2005)  
  3/11  3/19  Spring Break          
 3/20  3/22  Testing Hyp: Size, PValues, Power, Post Prob  B&D Ch 4  
 3/27  3/29  Likelihood Ratios & the NeymanPearson Lemma  B&D Ch 4  HW 4 (sol draft)  
 4/03  4/05  Bayes vs. Freq: DeGr, Berg&Sell, Case&Berg, Berg&Dela, Berg&Brow&Wolp, Wolp  ««Handouts  
 4/10  4/12  Conditionality & the Likelihood Principle  Berg & Wolp  
 4/17  4/19  Survival Analysis: Stanford Heart Transplants, 2x2 Tables  Lec Notes »»  
 5/02  Final Exam, Tue May 2, 2:005:00pm  (2000, 2001, 2002, 2005) 