| Topics | Lecture Notes | Reading | Problem Set | Solutions |
Tues. 9/22 | The Big Picture; Decision Theory; Data Reduction via Sufficiency | Scribed Lecture 1 | TSH 1.1-1.2, 1.4; K 3.1-3.3 Optional: Modern relevance | - | - |
Thurs. 9/24 | Exponential Families; Optimal Data Reduction via Minimal Sufficiency | Scribed Lecture 2 | K 2, 3.4-3.5 | Homework 1 | Solutions |
Tues. 9/29 | Optimal Data Reduction via Minimal Sufficiency and Completeness | Scribed Lecture 3 | K 3.4-3.5 Optional: No minimal sufficient statistic | - | - |
Thurs. 10/1 | Optimal Data Reduction via Completeness; From Data Reduction to Risk Reduction; Optimal Unbiased Estimation | Scribed Lecture 4 | K 3.5-3.6, 4.1-4.2 | Homework 2 | Solutions |
Tues. 10/6 | Optimal Unbiased Estimation; Optimal Location Equivariant Estimation | Scribed Lecture 5 | K 4.1-4.2, 10.1-10.2 Optional: Unbiased risk estimation | - | - |
Thurs. 10/8 | Optimal Location Equivariant Estimation | Scribed Lecture 6 | K 10.1-10.2 | Homework 3 | Solutions |
Tues. 10/13 | Location Equivariance and Risk Unbiasedness; Optimal Location-Scale Equivariant Estimation; Bayes Estimators and Average Risk Optimality | Scribed Lecture 7 | TPE 3.3, K 7.1 Optional: Rotation equivariance | - | - |
Thurs. 10/15 | Bayes Estimators and Average Risk Optimality | Scribed Lecture 8 | K 7.1-7.2 | Homework 4 | Solutions |
Tues. 10/20 | Reflections on Bayes Estimators; Minimax Estimators and Worst-case Optimality | Scribed Lecture 9 | K 11.3, TPE 5.1 | - | - |
Thurs. 10/22 | Minimax Estimators and Worst-case Optimality | Scribed Lecture 10 | TPE 5.1 | Practice Midterm Questions | Solutions |
Tues. 10/27 | Minimax Estimators; Admissibility; Simultaneous Estimation | Scribed Lecture 11 | TPE 5.2, K 11.1-11.2 | - | - |
Thurs. 10/29 | In-class Midterm | - | - | Homework 5 | Solutions |
Tues. 11/3 | Neyman-Pearson Hypothesis Testing; Optimal Simple Tests via Likelihood Ratios | Scribed Lecture 12 | TSH 3.1-3.2 | Midterm | Solutions |
Thurs. 11/5 | Optimal Simple Tests; Optimal One-sided Tests via Monotone Likelihood Ratios | Scribed Lecture 13 | TSH 3.2, 3.4 | Homework 6 | Solutions |
Tues. 11/10 | Optimal Tests with Composite Nulls via Least Favorable Priors | Scribed Lecture 14 | TSH 3.8-3.9 | - | - |
Thurs. 11/12 | Optimal Unbiased Testing | Scribed Lecture 15 | TSH 4.1-4.2, 3.6 | Homework 7 | Solutions |
Tues. 11/17 | Optimal Unbiased Testing with Nuisance Parameters | Scribed Lecture 16 | TSH 4.3-4.4, 6.1 | - | - |
Thurs. 11/19 | Optimal Invariant Testing | Scribed Lecture 17 | TSH 6.1-6.3 | Homework 8 Sneak Preview, Example Slides | Solutions |
Tues. 11/24 | No Class: Thanksgiving Recess | - | - | - | - |
Thurs. 11/26 | No Class: Thanksgiving Recess | - | - | - | - |
Tues. 12/1 | Student Presentations; Computing Maximal Invariants in Stages | Scribed Lecture 18 | TSH 6.2 | - | - |
Thurs. 12/3 | Student Presentations; From Testing to Confidence Regions | Scribed Lecture 19 | K 12.4, Student Presentation Slides | Practice Final | Solutions |
Mon. 12/7 | Take-home Final Exam Distributed (at 10:00AM) | - | - | Final | Solutions |
Weds. 12/9 | Take-home Final Exam Due (by 10:00AM) | - | - | - | -
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