A First Course on Parametric Inference

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Alpha Science Int'l Ltd., 2005 - Business & Economics - 295 pages
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Starting with the basic concept of sufficient statistics, this text uses the classical approach based on minimum variance to provide an understanding of unbiased estimation.
 

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Contents

Sufficient Statistic
11
Minimum Variance Unbiased Estimation
44
Simultaneous Estimation of Several Parameters
72
Consistent Estimators
90
Consistent Asymptotically Normal Estimators
115
Method of Maximum Likelihood
138
Tests of HypothesesI
180
Tests of HypothesesII
211
Interval Estimation
245
Nonparametric Statistical Inference
269
References
288
Index
294
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