5 Inference and the Empirical Distribution
 Start: Monday, February 22
 End: Monday, February 26
5.1 Summary
This week we will transition from probability to statistics. We will first overview the remainder of the course with an introduction to statistical inference. We will define the core principles of estimation and the inferential tasks that we will study in the coming weeks. Then we will look at our first estimator, the empirical distribution, which is a nonparametric attempt to estimate a distribution function.
5.2 Learning Objectives
After completing this week, you are expected to be able to:
 Understand the goals of statistical inference.
 Understand the definition of a statistic and an estimator.
 Calculate bias, variance, and MSE of estimators.
 Understand the relationship between parameters and distributions, and statistics and data.
 Use the empirical distribution to estimate a distribution function.
 Use the the plugin principle to estimate statistical functionals.
5.3 Reading
Source  Section 

Wasserman  6.1  6.3 
Wasserman  7.1  7.2 
Evans and Rosenthal  5.1  5.5 
Marden  10.1  10.4 
Marden  11.1  11.5 
5.4 Video
Title and Slides  Link  Mirror 

5.0  Welcome to Week 05  5.0  YouTube  5.0  ClassTranscribe 
5.1  Statistical Inference  5.1  YouTube  5.1  ClassTranscribe 
5.2  The Empirical Distribution  5.2  YouTube  5.2  ClassTranscribe 
5.5 Assignments

Homework 04
 Due: Monday, March 1
 Submission: Gradescope
 Solution: Compass
5.6 Office Hours
Staff and Link  Day  Time 

Zoom with David  Monday  7:00 PM  8:00 PM 
Zoom with Rentian  Wednesday  7:00 PM  8:00 PM 
Zoom with David  Thursday  7:00 PM  8:00 PM 
Zoom with Rentian  Friday  7:00 PM  8:00 PM 
Piazza  Any!  Any! 