Sumários
Practical P01
26 Fevereiro 2016, 13:30 • NICOLETTA ROSATI
Solution of exercises n. 2, 4, 7, 8, 9 and 10 from the exercise sheet on point estimation.
Lecture T03
25 Fevereiro 2016, 13:30 • NICOLETTA ROSATI
Absolute efficiency: Rao-Cramér lower-bound. Mean squared error. Consistency. Properties of the estimators by the method of moments and by the maximum likelihood method. End of point estimation. Exercises 4ab, 5 and 6 from the exercise sheet.
Lecture T02
23 Fevereiro 2016, 14:00 • NICOLETTA ROSATI
Likelihood function. Maximum likelihood estimation. Examples: Exponential, Bernoulli and Poisson distributions. Invariance property of the Maximum Likelihood Estimator. Properties of estimators: unbiasedness, relative efficiency. Examples. Exercise 1 (cont.) from the exercise sheet.