Tutorials:
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R: CRAN and a Basic Tutorial
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R functions: mlelogistic, binomci, poissonci
Notes
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Maximum Likelihood Methods
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Reading: Hogg, McKean, and Craig Ch.6
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Maximum Likelihood, its Consistency and Cramer-Rao theorem
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Likelihood Ratio Tests
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Multivariate Case: Estimation
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Multivariate Case: Testing
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EM algorithm
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Sufficiency
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Reading: Hogg, McKean and Craig Ch.7
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Measures of Quality of Estimators
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Sufficient Statistics
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Properties of a Sufficient Statistic. Completeness and Uniqueness
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Exponential Families. Estimation of functions of parameters
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The vector-valued parameter case
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Minimal sufficiency and ancillary statistics. Sufficiency, completeness and independence.
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Most powerful tests
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Uniformly most powerful (UMP) tests and likelihood ratio tests.
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Wald sequential probability ratio test
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Minimax and Classification Procedures
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Quadratic Forms
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Noncentral chisquared, F, and multiple comparisons
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Two-way ANOVA