Point estimation

24 Fevereiro 2015, 13:30 • NICOLETTA ROSATI

Properties of estimators: unbiasedness, efficiency. Rao-Cramér lower-bound. Examples. Exercises 5 and 6 from the exercise sheet.

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Point estimation

20 Fevereiro 2015, 13:30 • NICOLETTA ROSATI

Method of moments estimator. Likelihood function. Maximum likelihood estimation. Examples. Exercises 1, 2 and 3 from the exercise sheet.

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Presentation. Point estimation.

19 Fevereiro 2015, 15:30 • NICOLETTA ROSATI

Presentation of the course: programme, exam structure, bibliography, course webpage.

Introduction to point estimation.

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