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- Full Lecture 1
- Full Lecture 10
- Full Lecture 11
- Full Lecture 12
- Full Lecture 13
- Full Lecture 14
- Full Lecture 15
- Full Lecture 16
- Full Lecture 17
- Full Lecture 18
- Full Lecture 2
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- Full Lecture 9
- Graduate Level: Intro to Probability and Statistics
- Lecture 1. A) Sample Space
- Lecture 1. B) Probability Function
- Lecture 1. C) Domain of Probability Function
- Lecture 1. D) Probability Space
- Lecture 1. E) More on Probability Functions
- Lecture 1. F) Random Variables
- Lecture 10. A) Finding UMVU Estimators
- Lecture 10. B) Complete Statistic
- Lecture 10. C) Cramer-Rao Lower Bound
- Lecture 11. A) Hypothesis Testing
- Lecture 11. B) Testing Procedure
- Lecture 11. C) Variation on a Theme
- Lecture 11. D) Testing Errors
- Lecture 11. E) Power Function
- Lecture 11. F) Example 1
- Lecture 11. G) Setting the Critical Value
- Lecture 12. A) Statistical Tests
- Lecture 12. B) Likelihood-Ratio Test
- Lecture 12. C) Lagrange Multiplier Test
- Lecture 12. D) Wald Test
- Lecture 12. E) Example: LRT
- Lecture 12. F) Test Equivalence
- Lecture 12. G) Equivalence Between LRT and LM Tests
- Lecture 12. H) Equivalence Between LRT and Wald Tests
- Lecture 12. I) Optimal Tests
- Lecture 12. J) Neyman-Pearson Lemma
- Lecture 13. A) Test Optimality (cont.)
- Lecture 13. B) Example: Normal
- Lecture 13. C) Karlin-Rubin Theorem
- Lecture 13. D) 2-sided Tests and Unbiased Tests
- Lecture 13. E) p-value