| 1, 2, 3, 4 | Deciding between Two Simple Hypotheses: The Neyman-Pearson Lemma
Decision Theory | | Read Sec. 1.1, 1.2 | | 5, 6, 7 | Bayes Decision Theory
The Sequential Probability Ratio Test
Sequential Decision Theory | Problem Set 1 due | Read Sec. 1.3, 1.5, 1.6 | | 8, 9, 10 | Proof of Optimality of the SPRT
Sufficient Statistics
Estimation and Convexity | Problem Set 2 due | Read Sec. 1.7, 2.1, 2.2 | | 11, 12, 13 | Minimal Sufficiency and the Lehmann-Scheffé Property
Lower bounds on Mean-squared Errors: Information Inequalities | Problem Set 3 due | Read Sec. 2.3, 2.4 | | 14, 15, 16 | Exponential Families
Bayes Estimation | Problem Set 4 due | Read Sec. 2.5, 2.6 | | 17, 18, 19 | Bayes Estimation
Stein's Phenomenon and James-Stein Estimators
Maximum Likelihood Estimates - In Exponential Families | Problem Set 5 due | Read Sec. 2.6, 2.7, 3.1 | | 20 | M-estimators and Their Consistency | Problem Set 6 due | Read Sec. 3.3 | | 21 | Review for Midterm Exam | | | | 22 | Midterm Exam | | | | 23, 24, 25 | M-estimators and Their Consistency | | Read Sec. 3.3 | | 26, 27, 28 | M-estimates and Robust Location Estimates
Robustness, Breakdown Points, and 1-dimensional Location M-estimates | Problem Set 7 due | Read Sec. 3.4, 3.44 | | 29, 30, 31, 32 | Consistency of Approximate M-estimators of psi type
Asymptotic Normality of M-estimates | Problem Set 8 due | Read Sec. 3.5, 3.6 | | 33, 34, 35, 36 | Efficiency of Estimators
Efficiency of Maximum Likelihood Estimators | Problem Set 9 due | Read Sec. 3.7, 3.8 | | 37, 38, 39 | Catch-up and Review for Final Exam | Problem Set 10 due | | | 40 | Final Exam | | |
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