Explores constructing confidence regions, inverting hypothesis tests, and the pivotal method, emphasizing the importance of likelihood methods in statistical inference.
Explores the consistency and asymptotic properties of the Maximum Likelihood Estimator, including challenges in proving its consistency and constructing MLE-like estimators.
Covers the basics of linear regression, OLS method, predicted values, residuals, matrix notation, goodness-of-fit, hypothesis testing, and confidence intervals.
Introduces statistical inference concepts, focusing on parameter estimation, unbiased estimators, and mean estimation using independent random variables.