Short Course Description
Introduction: likelihood function, sufficiency, exponential family of distributions.
Estimation: MLE, method of moments, unbiasedness, UMVUE, Cramer-Rao inequality, Rao-Blackwell theorem.
Confidence intervals.
Hypothesis testing: basic notions, Neyman-Pearson lemma, uniformly most powerful tests, generalized likelihood ratio tests, Wald sequential test.
Large samples theory.
Bayesian inference.
Full Syllabus