Interval EstimationCovers the construction of confidence intervals for a normal distribution with unknown mean and variance.
Optimality in Statistical InferenceDelves into the duality between confidence intervals and hypothesis tests, emphasizing the importance of precision and accuracy in estimation.
VaR Model EvaluationDiscusses Monte Carlo VaR accuracy, confidence intervals, backtesting, and multivariate distributions.
Distribution Theory of Least SquaresExplores the distribution theory of least squares estimators in a Gaussian linear model, focusing on precision and confidence intervals construction.
