A First Course on Parametric Inference

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Alpha Science Int'l Ltd., 1999 - Mathematics - 268 pages
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Starting with the basic concept of sufficient statistics, the approach based on minimum variance unbiased estimation is presented, in detail, in this text.
 

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this book is a great source to learn parametric inference. i have tried this. this is great :D

Contents

Introduction
1
Sufficient Statistic
11
Minimum Variance Unibased Estimation
44
Simultaneous Estimation of Several Parameters
72
Consistent Estimators
90
Consistent Asymptotically Normal Estimators
115
Method of Maximum Likelihood
138
Tests of HypothesesI
174
Tests of HypothesesII
205
Interval Estimation
239
References
263
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