Sumários

Lecture 20

30 Novembro 2021, 20:00 • RUI MIGUEL BATISTA PAULO

UMVUE estimators - conclusion. Minimum MSE criterion. Consistency of estimators.


Method of moments and maximum likelihood. Properties and examples.

Lecture 19

25 Novembro 2021, 17:30 • RUI MIGUEL BATISTA PAULO

Parametric point estimation. Statement of the problem. Unbiased estimators, Cramer-Rao lower bound and most efficient estimators.


Uniformly minimum unbiased estimators. Rao-Blackwell theorem.

Lecture cancelled

23 Novembro 2021, 20:00 • RUI MIGUEL BATISTA PAULO

Lecture was cancelled.

Lecture 18

18 Novembro 2021, 17:30 • RUI MIGUEL BATISTA PAULO

Homework 4: exercises 6 and 7. Homework 5: exercise 1.

Lecture 17

16 Novembro 2021, 20:00 • RUI MIGUEL BATISTA PAULO

Fisher information: definition and properties.