Explores constructing confidence regions, inverting hypothesis tests, and the pivotal method, emphasizing the importance of likelihood methods in statistical inference.
Explores the Stein Phenomenon, showcasing the benefits of bias in high-dimensional statistics and the superiority of the James-Stein Estimator over the Maximum Likelihood Estimator.
Covers maximum likelihood estimation to estimate parameters by maximizing prediction accuracy, demonstrating through a simple example and discussing validity through hypothesis testing.
