Statistical Inference

Course notes for Stat 111: Statistical Inference (Spring 2024); the bread and butter of classical inference.

Main content:

1. Maximum-likelihood estimation; consistency, Fisher information, Cramér-Rao (a much more sophisticated treatment is found in information theory).
2. Confidence intervals, linear regression.
3. Exponential families and sufficiency; hypothesis testing.
4. Bayesian inference; bootstrapping; causal inference.