Schedule
Term Fall 2027: 2027-08-23 through 2027-12-10.
| Unit | Topic focus |
|---|---|
| Week 0 — Readiness review from Mathematical Statistics I | likelihood score and Fisher information, sufficiency and exponential families, convergence Slutsky and the delta method, loss risk and elementary Bayes estimators, projections and quadratic forms, reproducible simulation workflow |
| Week 1 — Statistical decisions, actions, loss, and risk | estimands and action spaces, loss functions, risk and its interpretation, procedures as decision rules, comparing procedures under alternative losses |
| Week 2 — Tests as decision rules and the Neyman-Pearson lemma | null and alternative sets, size level and power, type I and type II error, power functions, most powerful tests and the Neyman-Pearson lemma, randomized tests |
| Week 3 — Uniformly most powerful tests and monotone likelihood ratios | uniformly most powerful tests, monotone likelihood ratio structure, one-parameter exponential families, two-sided problems and unbiased tests, where uniform optimality fails |
| Week 4 — Confidence-test duality, pivots, and exact procedures | inverting a test family, pivotal quantities, exact intervals for discrete models, coverage versus decision, compatibility sets |
| Week 5 — Likelihood-ratio, score, and Wald procedures | the three classical statistics, regularity conditions, asymptotic equivalence and finite-sample disagreement, parameterization sensitivity, boundary problems |
| Week 6 — Nuisance parameters, profiling, and local alternatives | profile likelihood, conditioning and invariance, orthogonality and information loss, local alternatives and contiguity, asymptotic power comparisons |
| Week 7 — First-half synthesis and a calibration study | choosing among exact and asymptotic procedures, reading a testing argument for its assumptions, repairing a flawed derivation, a simulated size and power study |
| Week 8 — Normal linear models, projections, and quadratic forms | projection geometry, distribution of quadratic forms, Cochran-style decompositions, t and F distributions from the geometry, analysis of variance identities |
| Week 9 — Multiplicity, multiple comparisons, and selective inference | regression and analysis-of-variance tests, family-wise error rate, false discovery rate, planned contrasts versus data-dependent selection, introductory selective inference |
| Week 10 — Randomization, permutation, and exact conditional inference | tests built from the assignment mechanism, permutation distributions, exact conditional tests, randomization validity and causal identification, design-based reasoning |
| Week 11 — Bootstrap, jackknife, and resampling calibration | the plug-in principle, percentile basic and studentized intervals, jackknife bias and variance, Monte Carlo tests and simulation error, where the bootstrap fails |
| Week 12 — Distribution-free inference and rank procedures | sign and signed-rank procedures, the rank-sum test, what a rank procedure estimates, asymptotic relative efficiency, behaviour under skewness and unequal shapes |
| Week 13 — Robust inference, influence, and M-estimation | contamination models and breakdown, influence functions, M-estimators and their estimating equations, sandwich variance, robust versus efficient tradeoffs |
| Week 14 — Bayes rules, admissibility, minimaxity, and shrinkage | Bayes rules under loss, admissibility and complete class ideas, minimax rules, shrinkage and the Stein phenomenon, predictive decisions and model comparison |
| Week 15 — Comparative inference synthesis and the bridge onward | one estimand through five procedures, what each approach licenses and forbids, reporting assumptions and sensitivity, where the graduate sequence goes next |
The LMS remains authoritative for section logistics and graded details.