Random notes

Do you have any criticism/correction/suggestion/question? Feel free to contact me.

  • My Statistical Theory notes. Download
  • My Probability Theory notes. Part 1 Part 2
  • Algebras, sigma-algebras, monotone classes, and all that. Download
  • Pólya urn models. Download
  • M-estimators, Empirical Processes, and MLEs. Download
  • Predictive construction of non-parametric prior processes via urn models. Download
  • Stochastic Approximation and Martingale methods. Download
  • Existence of most-powerful tests for simple alternatives. Download
  • Work in progress…