对巩固统计知识帮助很大,结合Matlab的coding。MIT公开课整合版,共17章。
Topics
Maximum Likelihood Estimators- Properties
- Fisher Information
- Asymptotic Variance of MLE
Parameters of Normal Distribution- Chi-squared and t-Distribution
- Distribution of the Estimates of Parameters of Normal Distribution
- Confidence Intervals
Testing Hypotheses- t-Tests and F-Tests
- Bayes Tests
- Most Powerful Tests (Including Randomized)
Goodness-of-fit Tests- Simple Discrete
- Continuous
- Composite Goodness-of-fit Tests
- Independence and Homogeneity Tests
- Kolmogorov-Smirnov Test
Linear Regression- Estimating Parameters
- Joint Distribution of Estimates
- Testing Hypotheses about Parameters
- Confidence and Prediction Intervals
- Joint Confidence Sets
Multiple Regression, Analyses of Variance and Covariance- Distribution of Estimates
- Testing General Linear Hypotheses