Advanced Probability and Statistical Inference I.

Catalog description

Measure space, sigma-field, measurable functions, integration, conditional probability, distribution functions, characteristic functions, convergence modes, SLLN, CLT, Cramer-Wold device, delta method, U-statistics, martingale central limit theorem, UMVUE, estimating function, MLE, Cramer-Rao lower bound, information bounds, LeCam's lemmas, consistency, efficiency, EM algorithm.