Explores constructing confidence regions, inverting hypothesis tests, and the pivotal method, emphasizing the importance of likelihood methods in statistical inference.
Explores linear regression from a statistical inference perspective, covering probabilistic models, ground truth, labels, and maximum likelihood estimators.
Explores the consistency and asymptotic properties of the Maximum Likelihood Estimator, including challenges in proving its consistency and constructing MLE-like estimators.
Introduces Bayesian estimation, covering classical versus Bayesian inference, conjugate priors, MCMC methods, and practical examples like temperature estimation and choice modeling.