This is a course in statistical inference, mostly parametric.
The source book is Larry Wasserman's "All of Statistics".
Lectures recording playlist: https://youtube.com/playlist?list=PLJR10EXrBaAvz-e2QXiVHs7Cck5tamJVr
Lecture, slides link | Youtube recording link |
---|---|
1) Course & parametric inference overview | see playlist |
2) Empirical CDF, Bootstrap | https://youtu.be/LNcU2YN9aIw |
3) Maximum Likelihood Estimation (MLE), Method of Moments (MOM) | https://youtu.be/K6NvZi8uYZE |
4) Delta method, exponential families | https://youtu.be/mVQipbzmDaE |
5) Hypothesis testing 1: overview, one- vs two-sided tests, p-values, Wald's test, chi-squared |
https://youtu.be/lT4oIafAYPI |
6) Hypothesis testing 2: permutation test, likelihood ratio, multiple testing, goodness-of-fit, t-test |
https://youtu.be/4bE_7pQU2J8 |
7) Bayesian inference | https://youtu.be/B-ztie8jykw |
8) Regression linear and logistic |
https://youtu.be/-dEn7lUbXPs |
9) Inference about independence | https://youtu.be/nLY6Lq6pvtk |
10) Causal inference | https://youtu.be/-ddX79K8aM4 |
11) Nonparametric methods | https://youtu.be/6yqRzyZNLys |