STAT 581 Advanced Theory of Statistical Inference

Fall Quarter 2010

First day Handouts

• Syllabus (see also web-page)
• Tentative outline
• References
• Errata list for Ferguson's ACILST
• Errata list for TPE by E. L. Lehmann and George Casella

Additional Handouts

• The epic story of maximum likelihood, by Stephen M. Stigler, Statistical Science 22, 598-620.
• New section 2.3, Examples
• Power of Pearson's chi-square statistic; .pdf form.
• Plots for section 2.4 (.pdf); plots for section 2.4 (.ps)
  
• Some plots for section 2.5 (.pdf); Some plots for section 2.5 (.ps)
  
• Handout (.pdf), handout (.ps) on the Gamma, Digamma, and Polygamma functions

Mathematica Programs