ARE 210 (PhD Probability and Statistics) Fall 2022
- Sigma Algebras and Independce
- Conditional Expectations and Conditional Sigma Algebras
- Probability and Distribution Limits
- MLE and the Invariance Property
ARE 210 (PhD Probability and Statistics) Fall 2021
- Conditional Expectations and Characteristic Functions
- Distributions of Multivariate Transformations and Convergence of Combinations of Sample Statistics
- Exponential Families, Identification, and MLE
- MLE with a closed parameter space, GMM, and the finite sample distribution of MLE.
- Asymptotic distribution of estimators and hypothesis testing.
- Efficient GMM, Proving Statistics are Complete, UMVUEs, and the Cramer-Rao Lower Bound