Statistical Inference I

Harvard HSPH

A fundamental course in statistical inference. Discusses general principles of data reduction: exponential families, sufficiency, ancillarity and completeness. Describes general methods of point and interval parameter estimation and the small and large sample properties of estimators: method of moments, maximum likelihood, unbiased estimation, Rao-Blackwell and Lehmann-Scheffe theorems, information inequality, asymptotic relative efficiency of estimators. Describes general methods of…