Likelihood Theory and Extensions

BIOS 7110

Fall 2023

Unofficial course logo:

Announcements:

11-01: Assignment 10 is now Wednesday, November 8 and Exam 2 is now November 15.

10-27: Note that Assignment 9 is due Wednesday, November 1 (pushed back from October 30).

8-20: Welcome to the website for Likelihood Theory and Extensions. On the menu above are links to the syllabus, lecture notes, assignments, and proofs.

Notable corrections:

11-15: Two corrections have been made to the “Score, Wald, and Likelihood Ratio” notes. First, more explanation is given on regularity conditions (A)-(C) vs (A)-(D) and how they apply to the theorems in this lecture (see in particular the footnotes on slides 5 and 10). Second, an “n” has been added to the information and variance on slide 8. Thank you to Fangfang for pointing these issues out.

10-27: The original versions of both Assignment 9 and the Likelihood: Efficiency notes contained an error in my statement of the theorem. This is now fixed.