Introduces Bayesian estimation, covering classical versus Bayesian inference, conjugate priors, MCMC methods, and practical examples like temperature estimation and choice modeling.
Covers confidence intervals, hypothesis tests, standard errors, statistical models, likelihood, Bayesian inference, ROC curve, Pearson statistic, goodness of fit tests, and power of tests.
Discusses the Dirichlet distribution, Bayesian inference, posterior mean and variance, conjugate priors, and predictive distribution in the Dirichlet-Multinomial model.
Covers Likelihood Ratio Tests, their optimality, and extensions in hypothesis testing, including Wilks' Theorem and the relationship with Confidence Intervals.