Syllabus
Sufficiency, Exponential families, Methods of estimation: Least Squares, Maximum likelihood, method of moments, Bayes; Algorithms for estimation. Performance: Bayes, minimax, unbiasedness, Cramer-Rao inequality, Rao-Blackwell Theorem; Asymptotic Performance: Consistency, Asymptotic normality, Asymptotic optimality, Hypothesis Testing Neyman-Pearson Lemma, UMP Tests, Monotone likelihood ratio, Generalized likelihood ratio test, confidence bounds.