February 25th, 2010.

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Nicholas Persaud

• Estimating probabilities and densities.
• Maximum Likelihood
• Comparing estimators
• Classical approach: unbiased estimators
• Bayesian approach: priors
• Putting them together!

• (optional) Efron & Morris: Stein's Paradox in Statistics. Scientific American 236(5):119–127, 1977.