Stanford Stat 200: Introduction to Statistical Inference
Lecturer: Art B. Owen
Description
- Statistical concepts and methods developed in a mathematical framework: Hypothesis testing, point estimation, confidence intervals. Neyman-Pearson theory, maximum likelihood estimation, likelihood ratio tests, Bayesian analysis. Asymptotic theory and simulation-based methods.
Prerequisites: Probability theory (STATS 116), multivariable calculus (MATH 52), and basic computer programming (or willingness to learn as you go!)
John A. Rice, Mathematical Statistics and Data Analysis, 3rd edition.
For reference:
Morris H. DeGroot and Mark J. Schervish, Probability and Statistics, 4th edition.
Larry Wasserman, All of Statistics: A concise course in statistical inference.