Mathematical Statistics
18.655 · Mathematics · Graduate · Spring 2016
Dr. Peter Kempthorne
This course provides students with decision theory, estimation, confidence intervals, and hypothesis testing. It introduces large sample theory, asymptotic efficiency of estimates, exponential families, and sequential analysis.
The syllabus, on MIT OpenCourseWare
The full course — syllabus, assigned readings, problem sets, exams, and lecture notes — lives on OCW. These open the real thing:
Syllabus ↗
Course overview, grading, schedule
Readings ↗
The assigned reading list, session by session
Assignments ↗
Problem sets and projects
Full course on OCW ↗
Everything, including lecture materials
Attribution
Dr. Peter Kempthorne. 18.655 Mathematical Statistics. Spring 2016. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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