PSTAT 120B

Probability & Statistics II: Introduction to Mathematical Statistics

Review from PSTAT 120A

Topics: Random Variables, Expected Value, Variance, Moment-generating Functions, Limit Theorems, Tail Bounds

Topics: Method of CDF, Method of Transformation, Method of MGF, Bi-variate Transformation, Order Statistics

Some videos on Chapter 6 - Functions of random variables

PDF Method

MGF Method

120B order statistics.mp4

Order Statistics

Topics: Statistics, Sample Mean, Sample Variance, Sampling Distribution, the Central Limit Theorem, and Normal Approximation to Binomial

Topics: Bias, MSE, common unbiased estimators

Practice Problems...

Topics: Consistency, Sufficiency, Efficiency, Fisher Information, Rao-Blackwell Theorem, Maximum Likelihood Estimators, Method of Moments

Sufficient Statistics Video

PSTAT 120B - Most Likelihood Estimator - Uniform Example.mp4

Maximum Likelihood Estimation (with Indicator)

Topics: Confidence Intervals

Topics: Null Hypothesis, Alternative Hypothesis, Type I Error, Type II Error, p-value