Lectures (English)
PDF lecture notes for the Statistical Inference course (in English), titled "Statistical Inference Course Notes" by Yehor Korotenko. 36 pages. This is the English translation of the French "Notes de Cours d'Inférence Statistique". Table of Contents: 1. Introduction 1.1 Evaluation 1.2 Statistical Model 1.3 Estimators 1.4 Quadratic Risk (Poisson Model example) 1.5 Consistency (Plug-in Method) 2. Estimators 2.1 Parametric Framework 2.2 Method of moments 2.3 Rendered on the C.A.L. (Empirical Variance) 2.4 Maximum likelihood method 3. Fisher Information, efficiency 3.1 Regular Model 3.2 Score and Fisher Information 3.3 Fisher Information and Second Derivative 3.4 Cramer-Rao Inequality 4. Asymptotic study of estimators 4.1 Convergences 4.2 Consistency of Estimators 4.3 Asymptotic normality 4.4 δ-method 5. Empirical Distribution Function