2024 Comps Exam

Thinking conditionally is a way of conditional thinking.

Part I

Casella notes

• Chapter 6 sufficient statistics
• Chapter 7 point estimate
• Chapter 8 hypothesis testing
• Chapterf 9 interval estimation
• Chapter 10 hypothesis testing

Side notes

• Properties of MLE
• Properties of sample mean
• Normal sample mean
• Normal sample variance
• Geometric and negative binomial connection
• CLT proof
• Delta method
• Markov chains; Stochastic process
• Linear regression
• Order statistics
• T distribution
• 2-dimensional normal PDF
• Exponential family and location-scale
• Uniform convolution
• Generating random variables

Past exams

[TBD]

Part III

• Github repo

• Report

Reference materials

数理统计相关

1. Mathematical statistics by Keith Knight. [book], [solution]
   
2. Introduction to Probability Models by Sheldon M. Ross eleventh edition. [book]
   
3. Statistical Inference by George Casella & Roger L. Berger second edition [book]
   
4. All of Statistics by Larry Wasserman[book]

贝叶斯相关

1. Bayesian Data Analysis by Andrew Gelman, John B. Carlin and others third edition [book]. [lecture] by Aki Vehtari

large sample 相关

1. A Course in Large Sample Theory by Thomas S. Ferguson.[book]

生物统计相关

1. Agresti categorical data analysis [book][solution].