Course content and schedule
Only parts of the material in the books will be covered. Both books are recommended bying, as they are excellent reference litterature. Both books are available as E-books free of charge.
The background material is treated in Casella and Lehmann chapters 1.2-1.3; students that feel uncertain on whether they have sufficient backgroud should consult these pages. More detailed background information on measure theory and topology can be found here.
Lecture | Date and place | Content | Material |
---|---|---|---|
1 | 19/3, MH227 | Overview. The inference problem. | Casella and Lehmann 1.1, Notes-Lecture1 |
2 | 22/3, MH227 | Group families. Exponential families. | 1.4-1.5, Notes-Lecture2 |
3 | 26/3, MH227 | Exponential families. | 1.5 1.7, Notes-Lecture3 |
4 | 28/3, MH228 | Sufficiency. Convex loss functions. UMVU estimation. | 1.6-1.7, 2.1, Notes-Lecture4 |
5 | NOTE, 19/4, MH227,10:15-12:00 | UMVU estimation. Continuous and discrete problems. | 2.2, 2.3, Notes-Lecture5 |
6 | NOTE, 19/4, MH229, 15:15-17:00 | Equivariance. | 3.2, 3.1, Lecture notes on Equivariance. |
7 | NOTE, 23/4, 15:15-17:00 MH227 | Location and location-scale equivariance. | 3.3 |
8 | 26/4, MH227 | Bayesian inference. | 4.1 |
9 | 30/4, MH227 | Bayesian inference. Single prior bayes. | 4.1, 4.2 |
10 | 28/4, MH227, cancelled | 5, Lecture notes on Minimax estimation. (Updated May 11, 2014.) | |
11 | 3/5, MH227, cancelled | ||
12 | 7/5, MH227 | Lecture Notes on Decision theory. (Updated May 27, 2014.) Notes-Lecture8
| |
13 | 9/5, MH228 | 3.1, 3.2, 3.3. Notes-Lecture9, Notes-Lecture10 | |
14 | 14/5, MH227 | 3.3, 3.5, Notes-Lecture 11 | |
15 | 17/5, MH333 | 3.3, 3.4, 3.5, Notes-Lecture12, Notes-Lecture13, Notes-Lecture14 | |
16 | 21/5, MH227 | Notes-Complements 3.3, 3.4, 3.5, Notes-Lecture15, Notes-Lecture16 | |
17 | 23/5, MH227 | Notes-Lecture17, Notes-Lecture18, Notes-Lecture19 |
Exercise | Date and place | Theory | Exercise number | |
---|---|---|---|---|
1 | 22/3, MH227 | The inference problem. Group families. | 1.2, 1.10, 2.11, 4.1, 4.5, 4.13, 4.14 | |
2 | 28/3, MH227 | Exponential families. | 5.1, 5.10, 5.12, 5.13, 1.10 | |
3 | NOTE, 23/4, MH227, 10:15-12:00 | Sufficient statistics. | 1.4, 4.2, 5.2, 6.2, 6.5 |
|
4 | 26/4, MH227 | Sufficient statistics, convex loss functions. | 6.6, 6.16, 7.10 | |
5 | 3/5, MH227 | |||
6 | 9/5, MH227 | |||
7 | 17/5, MH227 | |||
8 | 23/5, MH227 |