WJWJ Maths
Statistical Inference
  • PROPERTIES OF STATISTICS
  • Introduction
  • Unbiasedness and Mean Square Error
  • Sufficiency
  • Minimal Sufficiency
  • Completeness
  • The Exponential Family
  • Ancillary Statistics
  • MAXIMUM LIKELIHOOD ESTIMATION
  • Introduction
  • Properties of the Score and Information
  • The Information Inequality
  • Limiting Distributions (Review)
  • Large Sample properties of \(ML\) estimators
  • OTHER ESTIMATION CRITERIA
  • Best Linear Unbiased Estimators
  • Equivariant Estimators
  • Estimating Equations
  • Bayes Estimation
  • HYPOTHESIS TESTS
  • Introduction
  • Uniformly Most Powerful Tests
  • Locally Most Powerful tests
  • Likelihood ratio tests
  • Score and Wald Tests
  • REFERENCES

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Chapter 3
OTHER ESTIMATION CRITERIA

3.1 Best Linear Unbiased Estimators
3.2 Equivariant Estimators
3.3 Estimating Equations
3.4 Bayes Estimation

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