T9 - Interval Estimation

21 Março 2017, 14:30 • Alexandra Bugalho de Moura

Interval estimation:

- pivotal quantity, random interval and confidence interval

- Examples: confidence interval for the mean of a normal porpulation with known and unknown variance.

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P5 - Point estimation

17 Março 2017, 16:30 • Alexandra Bugalho de Moura

Exercises on point estimation and the properties of estimators.

Interval estimation: introduction, random interval and confidence interval.

 

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T8 - Point Estimation

16 Março 2017, 15:30 • Alexandra Bugalho de Moura

- Mean Squared Error and Consistency. Examples.

- Exercise 10.

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T7 - Point estimation

14 Março 2017, 14:30 • Alexandra Bugalho de Moura

Property of Estimators:

- Unbiasedness

- Efficency: relative efficiency and absolute efficiency

- Frechet-Cramer-Rao lower limit and the most efiicient estimator

- Examples

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P4 - Point estimation

10 Março 2017, 16:30 • Alexandra Bugalho de Moura

Invariance property of the maximum likelihood estimators.

Exercises 1, 2, 3 and 4.

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