Statistical Inference I
STAT 211
Subject & Catalog Number
Course Information
Description
Foundations of frequentist and Bayesian inference, and decision theory. Likelihood, sufficiency, and ancillarity. Point estimation, unbiasedness, maximum likelihood, method of moments, minimum-variance. Parametric and non-parametric hypothesis testing, confidence intervals. Selective inference: multiple testing, familywise error rate, false discovery rate. Bayesian inference, conjugate priors, credible intervals. Admissibility, Stein's phenomenon, empirical Bayes. Time permitting: post-selection inference and the bootstrap.
Course Notes
Formerly Stat 211a.
Recommended Prep
Required: Statistics 110 and 111 or equivalents. Recommended: comfort with proof-based math, especially real analysis (e.g., as provided by Stat 210).
Available for Harvard Cross Registration
NOTE: This course requires additional sections; you will be prompted to choose secondary components during the Add to Cart process
