Inference theory

Official Course Description

Description

Factorization Theorem, exponential families, Rao-Blackwell's theorem, ancillary estimators, Cramér Rao's inequality, Neyman-Pearson's Lemma, permuation tests, interrelations between hypothesis testing and confidence intervals, asymptotic methods, maximum likelihood estimators, standard errors, marginal, conditional and penalized likelihood, likelihood ratio, Wald scores method, Baysian inference, sequential tests, inference for finite populations

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