STA3103S: Likelihood and Bayesian Asymptotics

This course is offered to graduate students in statistics and advanced graduate students in other departments. It meets Thursday, 9-12, in SS539. Prerequisite is STA3000Y, or in special circumstances STA2162H and STA2262H. The course grade will be based on occasional homework exercises, class presentations, and a final report on a topic of your choosing. (Suggestions for topics will be provided.)

The outline, and various class handouts, are available as postscript files here or by anonymous ftp.

A page of notation (January 11)
A summary of first order theory (January 18)
Edgeworth expansion (February 1),
saddlepoint approximation (February 8),
Laplace's method (February 15),
tail area approximation (scalar case) (February 29),
tail area approximation (nuisance parameters) (March 7 & 14)
Bartlett correction of likelihood ratio statistics (March 28)
Welch-Peers matching priors (April 4)
a running list of references

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