This online, interactive lesson on Markov chains provides examples, exercises, and applets that cover recurrence, transience, periodicity, time reversal, as well as invariant and limiting distributions.
This set of pages describes software the author wrote to implement bootstrap and resampling procedures. It also contains an introduction to resampling and the bootstrap; and examples applying these procedures to the mean, the median, correlation between two groups, and analysis of variance.
This set of pages is an introduction to Maximum Likelihood Estimation. It discusses the likelihood and log-likelihood functions and the process of optimizing.
This file applies the Cramer-Rao inequality to a binomial random variable to prove that the usual estimator of p is a minimum variance unbiased estimator.
This page contains course notes and homework assignments with solutions for a mathematical statistics class. The course covers statistical inference, probability, and estimation principles.
This page discusses the theory behind the bootstrap. It discusses the empirical distribution function as an approximation of the distribution function. It also introduces the parametric bootstrap.
