Plans and status for the lectures in STK4011/9011 Fall 2013

Below are given an overview over the status so far and the plans for the future lectures.
All references are to chapter and sections in the textbook (Casella and Berger, Statistical Inference, 2nd edition).

Status of lectures so far:

• Week 34 (Monday 19/8):
  
  • A brief overview and introduction to the course, core curriculum are Chapters 6-10 with addition of some sections in Chapters 1-5
    
  • We started on Section 3.4 Exponential families in Chapter 3.

• Week 35 (Monday 26/8):
  
  • More on exponetial families, Section 3.4 and pg. 207-208
  • Section 3.5 Location and scale families
  • Chapter 5.1 pg. 207-208 and 5.4 Order statistics, pg. 226-229.
  • We did not have time for 3.6.1 Probability inequalities, but try to read this on your won. There are a couple of exercises related to this stuff. We also skipped 5.6, but will get back to it when needed.

• Week 36 (Monday 2/9):
  
  • Sufficient statistics, Sections 6.1 and 6.2.1.

• Week 37 :
  
  • Sections 6.2.2-6.3
  • (but only main definitions and results in 6.2.2-6.3 at first reading)

• Week 38 :
  
  • Section 6.4 The Equivariance principle
  • Start on Chapter 7 Point Estimation until 7.2.2.

• Week 39 :
  
  • Chapter 7 Point Estimation, remainder of 7.2.

• Week 40 :
  
  • Chapter 7 Point Estimation: Section 7.3 to pg. 337.

• Week 41 :
  
  • Chapter 7 Point Estimation: remainder of 7.3.2 and 7.3.3

• Week 42 :
  
  • Chapter 7 Point Estimation: Section 7.3.4
  • Chapter 5.5 Convergence concepts until 5.5.3 Convergence in distribution

• Week 43 :
  
  • Section 5.5.3 Convergence in distribution
  • Sections 10.1.1 Consistency

• Week 44 :
  
  • Remainder of Section 5.5.3
  • Sections 10.1.2 Efficiency (partly)

• Week 45 :
  
  • Sections 10.1.2 Efficiency and 10.2 Robustness

• Week 46 :
  
  • Chapter 8 Hypothesis testing to 8.3.3 (to pg. 389)
  • 8.2.3 Union-Intersection and Intersection-Union test and following examples were (will) not be part of curriculum

• Week 47 :
  
  • Chapter 8 Hypothesis testing, remainder of Section 8.3.2 and Section 8.3.4 (except pg. 399)
  • Section 10.3 until (including) Example 10.3.6

• Week 48:
  
  • Chapter 9 Interval estimation: 9.1, 9.2.1, 9.2.2 and 9.3.1

Plans for future lectures:

• Week 49:
  
  • I will briefly (10 min) comment on section 9.2.4 to contrast Baysian credibility intervals with frequentist confidence intervals (both with acronym CI).
  • Solutions to exercises, discussion.