Mathematical Statistics

Course description

This course introduces the main ideas of mathematical statistics, including point estimation, sufficient statistics, efficiency, hypothesis testing, and asymptotic inference.

Materials

• Lecture notes
• Seminar notes
• Problem sets
• Jupyter notebooks
• Previous examinations

Topics

1. Samples, statistics, and estimators
2. Method of moments
3. Maximum likelihood estimation
4. Sufficiency
5. Exponential families
6. Fisher information
7. Cramér–Rao lower bound
8. Hypothesis testing
9. Asymptotic inference