T9 - Interval Estimation

18 Outubro 2017, 13:30 • Alexandra Bugalho de Moura

Introduction to interval estimation.

Random interval and confidence interval.

Pivotal Method. Example.

Confidence interval for the mean of normal populations (known and unknown variance).

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T8 - Point Estimation

16 Outubro 2017, 13:30 • Alexandra Bugalho de Moura

Properties of estimators:

- Unbiasedness

- Efficiency: relative and absolute (Frechet-Cramer-Rao inequality)

- Mean Squared Error

- Consistency

Examples

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T7 - Point Estimation

11 Outubro 2017, 13:30 • Alexandra Bugalho de Moura

Exercises

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T6 - Estimation

9 Outubro 2017, 13:30 • Alexandra Bugalho de Moura

Point Estimation

- Maximum Likelihood estimator

 

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T5 - Estimation

4 Outubro 2017, 13:30 • Alexandra Bugalho de Moura

Introduction to estimation.

Estimator and estimate.

Method of Moments estimators.

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