MIT OpenCourseWare
Mathematical Statistics
Art: Max Brückner (1860 – 1934), Brückner Vielflache Tafel 07 · Public domain
- Instructor
- Dr. Peter Kempthorne
- Term
- Spring 2016
- Level
- Graduate
- What's inside
- 2 exams · 1 lecture note · 30 other files · 4 web pages
- Materials open
- MIT OCW
About this course
Source: MIT OpenCourseWare 18.655 Mathematical Statistics, Spring 2016, Dr. Peter Kempthorne — original course page on ocw.mit.edu ↗. License: CC BY-NC-SA 4.0. Study order: none is claimed; materials are grouped by MIT's own sections. Taken from MIT's published course files, downloaded from ocw.mit.edu on September 23, 2026. How RedLectern is built.
Materials are grouped the way MIT organized them. A verified, course-wide order has not been established here.
Before you start
Prerequisites are not listed here. Check MIT's own syllabus for this course.
How this course was organized
What's here, and what isn't
- MIT lists a session calendar for this course, but it could not be verified well enough to build a sequence from it — materials are grouped by section instead.
Not included here
3 items from the source could not be safely included:
- MIT's page format for this item wasn't recognized clearly enough to place it safely. (3 items)
Materials by section
Grouped by section, as MIT organized them. Not sequenced or ordered.
Lecture Notes
21 files
- Mathematical Statistics, Lecture 1 Topics Overview Download
- Mathematical Statistics, Lecture 2 Statistical Models Download
- Mathematical Statistics, Lecture 3 Bayesian Models Download
- Mathematical Statistics, Lecture 4 Decision Theoretic Framework Download
- Mathematical Statistics, Lecture 5 Prediction Download
- Mathematical Statistics, Lecture 6 Sufficiency Download
- Mathematical Statistics, Lecture 7 Exponential Families Download
- Mathematical Statistics, Lecture 8 Exponential Families II Download
- Mathematical Statistics, Lecture 9 Methods of Estimation Download
- Mathematical Statistics, Lecture 10 Methods of Estimation II Download
- Mathematical Statistics, Lecture 11 Bayes Procedures Download
- Mathematical Statistics, Lecture 12 Minimax Procedures Download
- Mathematical Statistics, Lecture 13 Unbiased Estimation and Risk Inequalities Download
- Mathematical Statistics, Lecture 14 Convergence of Random Variables Probability Inequalities Download
- Mathematical Statistics, Lecture 15 Limit Theorems Download
- Mathematical Statistics, Lecture 16 Asymptotics: Consistency and Delta Method Download
- Mathematical Statistics, Lecture 17 Asymptotics II: Limiting Distributions Download
- Mathematical Statistics, Lecture 18 Asymptotics III: Bayes Inference and Large-Sample Tests Download
- Mathematical Statistics, Lecture 19 Gaussian Linear Models Download
- Mathematical Statistics, Lecture 20-25 Generalized Linear Models Download
- Mathematical Statistics, Lecture 26 Case Study: Applying Generalized Linear Models Download
Assignments
9 files
- Mathematical Statistics Assignment 1 Download
- Mathematical Statistics Assignment 2 Download
- Mathematical Statistics Assignment 3 Download
- Mathematical Statistics Assignment 4 Download
- Mathematical Statistics Assignment 5 Download
- Mathematical Statistics Assignment 6 Download
- Mathematical Statistics Assignment 7 Download
- Mathematical Statistics Assignment 8 Download
- Mathematical Statistics Assignment 9 Download
Exams
MIT OpenCourseWare, Dr. Peter Kempthorne, 18.655 Mathematical Statistics, Spring 2016.
License: CC BY-NC-SA 4.0 · Edition: Spring 2016 · Open the original course on OCW ↗
Organized by RedLectern, independent of MIT and not endorsed by MIT.
Per-resource rights are recorded on each resource; All-Rights-Reserved items are link-only, never mirrored.
