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This course provides students with decision theory, estimation, confidence intervals, and hypothesis testing
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3
English
English [CC]
FREE
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Description
It introduces large sample theory, asymptotic efficiency of estimates, exponential families, and sequential analysis.
Course content
- Course Overview Unlimited
- Statistical Models Unlimited
- Bayesian Models Unlimited
- Decision Theoretic Framework Unlimited
- Prediction Unlimited
- Sufficiency Unlimited
- Exponential Families I Unlimited
- Exponential Families II Unlimited
- Methods of Estimation I Unlimited
- Methods of Estimation II Unlimited
- Bayes Procedures Unlimited
- Minimax Procedures Unlimited
- Unbiased Estimation and Risk Inequalities Unlimited
- Convergence of Random Variables Probability Inequalities Unlimited
- Limit Theorems Unlimited
- Asymptotics I: Consistency and Delta Method Unlimited
- Asymptotics II: Limiting Distributions Unlimited
- Asymptotics III: Bayes Inference and Large-Sample Tests Unlimited
- Gaussian Linear Models Unlimited
- Generalized Linear Models Unlimited
- Case Study: Applying Generalized Linear Models Unlimited
Instructor
Massachusetts Institute of Technology
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