Lecture # | Date | Book | Topic | Notes/Supplementary reading |
1 | 20.08 | Ch. 1-2 (particularly 2.2-2.3) | Introduction, repetition, moment generating function | |
2 | 21.08 | 2.3, 2.4, 3.1-3.5 (particularly 3.4-3.5) | Moment generating function, families of distributions | |
3 | 27.08 | 4.1-4.6 (particularly 4.1-4.4, 4.6) | Multiple random variables. Joint, marginal and conditional distributions, bivariate transformations, hierarchical models | |
4 | 28.08 | 4.4 (contd.), 3.6 (Chebyshev's inequality), 5.5.1 | Hierarchical models Chebyshev's inequality. Convergence in probability. | |
5 | 03.09 | 5.5.3, 5.5.4 | Convergence in distribution. Central Limit Theorem. Delta Method. | |
6 | 04.09 | 4.7 (Only Cauchy-Schwarz and Jensen's inequality) 5.1-5.3 (not all in detail) | Cauchy-Schwarz inequality. Jensen's inequality. Random samples. | |
7 | 10.09 | 6.1, 6.2.1, 6.2.2 | Principles of data reduction. Sufficient statistics. | |
8 | 11.09 | 7.1, 7.2.1, 7.2.2 | Minimal sufficiency. Point estimation. Moment estimator. Maximum likelihood estimator. | |
9-10 | 17.09 18.09 | 7.2.2 (cont.), 7.5.1, 7.2.3, | Maximum likelihood estimation in exponential families. Bayes-estimation. | Note on ML-estimation in exponential families (Norwegian) |
11-12 | 24.09 25.09 | 7.3.1 (except from "In certain situations…" on p. 333), 7.3.2 | Evaluation of estimators. Best unbiased estimators. Cramer-Rao's inequality. | |
13-14 | 01.10 02.10 | 7.3.2 (cont.), 7.3.3 (from beginning to Example 7.3.18, then from top of page 347 and rest of section 7.3.3; Theorem 7.5.1; Def. 6.2.21, Examples 6.22.22-23, Theorem 6.2.25 | Discussion of Cramer-Rao's inequality. Sufficiency and unbiasedness. Rao-Blackwell's theorem. Completeness. | |
15-16 | 08.10 09.10 | Ch. 7.3 and 6.2 (as detailed above); 8.1, 8.2.1, 8.3.1 (until Example 8.3.2) | Summing up on UMVUE, ending with Lehmann-Scheffe's theorem (Thm. 7.5.1). Hypothesis testing. Likelihood ratio tests. Methods of evaluating tests. | |
| 15.10 16.10 | No lecture (trial exam) | | Trial exam |
17 | 22.10 | Go through trial exam | | |
18 | 23.10 | Chapter 8 (continued) 8.2.1 | Likelihood ratio tests. | |
19-20 | 29.10 30.10 | Chapter 8 (continued) 8.3.1 (except page 387), 8.3.2 until Def. 8.3.16 (only part a in Theorem 8.3.12) | Methods of evaluating tests. Most powerful tests. | |
| 05.11 06.11 | No lecture (self-study, ch. 9) | Interval estimation | Self-study directions |
21 | 12.11 | 9.1, 9.2, 9.3.1 | Interval estimation | See Self-study directions |
22 | 13.11 | 10.1.1, 10.1.2 | Asymptotic evaluations | |
23 | 19.11 | 10.1.2, 10.1.3, 10.3.1, 10.3.2 (until mid p. 495), 10.4 | Asymptotic evaluations (continued) | |
24 | 20.11 | Final lecture | Earlier exams | (In this order, as far as we get:) December 2013: Problem 1. December 2010: Problem 1,2,3. December 2011: Problem 2. |