Mathematical Statistics

Plot of observed log-odds vs exposure time.

Generalized linear model of lung disease incidence as a function of exposure for coal miners. Image by Dr. Peter Kempthorne from Lecture 26 Case Study: Applying Generalized Linear Models.


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As Taught In

Spring 2016



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Course Description

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Course Description

This course provides students with decision theory, estimation, confidence intervals, and hypothesis testing. It introduces large sample theory, asymptotic efficiency of estimates, exponential families, and sequential analysis.

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Peter Kempthorne. 18.655 Mathematical Statistics. Spring 2016. Massachusetts Institute of Technology: MIT OpenCourseWare, License: Creative Commons BY-NC-SA.

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