Statistical Inference Note
This lecture note is based on Rice STAT 532: Foundations of Statistical Inference I and Rice STAT 533: Foundations of Statistical Inference II. All the lecture notes will provide an advanced introduction to the mathematical theory of statistics, including comprehensive measure-theoretic probability, common families of distributions, statistical decision theory, statistics, and estimation.
Chapter 1: Measure Space
This chapter discusses measures and their definition, construction of functions and induced measures, integration and differentiation, and conditional expectation/distributions.
Chapter 2: Probability Measures on Euclidean Spaces
This chapter discusses the detailed properties of probability models on Euclidean spaces, moment inequalities, generating functions, distribution families, and order statistics.
- Title：Statistical Inference Note
- Author：Shu-Hsien Cho
- Link：https://ShuHsienCho.github.io/posts/statinfnote/
- Copyright Clarify：Copyright ownership belongs to Shu-Hsien Cho. For reproduced, please specify from this website.