# Part IB - Statistics

## Lectured by D. Spiegelhalter, Lent 2015

These notes are not endorsed by the lecturers, and I have modified them (often significantly) after lectures. They are nowhere near accurate representations of what was actually lectured, and in particular, all errors are almost surely mine.

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# Contents

- V Full version
- 0 Introduction
- 1 Estimation
- 1.1 Estimators
- 1.2 Mean squared error
- 1.3 Sufficiency
- 1.4 Likelihood
- 1.5 Confidence intervals
- 1.6 Bayesian estimation
- 2 Hypothesis testing
- 2.1 Simple hypotheses
- 2.2 Composite hypotheses
- 2.3 Tests of goodness-of-fit and independence
- 2.4 Tests of homogeneity, and connections to confidence intervals
- 2.5 Multivariate normal theory
- 2.6 Student's t-distribution
- 3 Linear models