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Mathematical statistics: estimation and testing

Sufficiency, unbiased and maximum likelihood estimators, confidence intervals, most powerful tests and nonparametric tests, with the theory behind them.

About 40 hours of study.

Where to learn it

Read
STAT 415: Introduction to Mathematical Statistics

Penn State Eberly College of Science

The lessons on point estimation, confidence intervals, hypothesis testing and nonparametric methods

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Watch
MIT 18.650 Statistics for Applications (Fall 2016)

Philippe Rigollet, MIT OpenCourseWare

The whole course

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Mathematical statistics: estimation and testing