Introduces statistical inference concepts, focusing on parameter estimation, unbiased estimators, and mean estimation using independent random variables.
Explores the Stein Phenomenon, showcasing the benefits of bias in high-dimensional statistics and the superiority of the James-Stein Estimator over the Maximum Likelihood Estimator.
Explores constructing confidence regions, inverting hypothesis tests, and the pivotal method, emphasizing the importance of likelihood methods in statistical inference.
