Duration: Michealmas, Hilary and Trinity
Number of lectures per week:
Basic Concepts of Inference.
Estimators, Mean squared Error, Sufficiency, MVUEs. Maximum
likelihood estimation. Properties of maximum likelihood. Bayesian
Hypothesis testing, likelihood ratio tests. Bayesian methods. Other
approaches: nonparametrics, order statistics, monte carlo methods -
The linear model. Least Squares estimates. BLUEs.
Extending the scope of the linear model: transformations, Box-Cox,
Weighted regression. General and generalised linear models.
A Bayesian approach to inference.
Silvey, S.D., ``Statistical Inference".
McCullagh and Nelder, ``Generalised Linear Models".
Lee, P., ``Bayesian Statistics: An Introduction".
Jun 10, 1998