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. An Errata sheet is available.
Note: earlier offerings had takehome midterm and
inclass midterm, so use caution in prediction 2007 tests from earlier ones.



Assignment 
Notes 

Date 

1/10  Introduction: Likelihood, 3½ Paradigms

Lec Notes »»  
 1/17  Models, Random Samples, Generating Functions  Lec Notes »»  
 1/22  1/24  Sufficiency, Exponential Families  B&D Ch 1  HW 1 sol 1  
 1/29  1/31  Point Estimation: Bias, Risk, Consistency  B&D Ch 2  
 2/05  2/07  Efficiency & the Frêchet (CramérRao) Information Inequality, RaoBlackwell 
HW 2 sol 2  
 2/12  2/14  Normal Approximations, Bayes & Frequentist  B&D Ch 3  
 2/19  2/21  MLE and its properties  B&D Ch 2  HW 3 sol 3  
 2/26  2/28  Jeffreys and Reference Bayesian Inference  GCSR § 2.8  
 3/05  3/07  Review and inclass (Wed 3/07) Midterm Exam ('01, '02, '05, '06, '07)  2007 Results  
  3/10  3/18  Spring Break          
 3/19  3/21  Testing Hyp: Size, PValues, Power, Post Prob  B&D Ch 4, Lehmann  HW 4 sol 4  
 3/26  3/28  Likelihood Ratios & the NeymanPearson Lemma  B&D Ch 4  
 4/02  4/04  Bayes vs. Freq: DeGr, Berg&Sell, Case&Berg, Berg&Dela, Berg&Brow&Wolp, Wolp  ««Handouts  
 4/09  4/11  Conditionality & the Likelihood Principle  Berg & Wolp  
 4/16  4/18  Picking Priors & Implementing Bayesian Methods  
 5/02  Takehome Final Exam, due Wed May 2, 7:00pm  ('00, '01, '02, '05, '06)  Results 