Sumários
Lecture 20
30 Novembro 2021, 20:00 • Rui 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 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 18
18 Novembro 2021, 17:30 • Rui Paulo
Homework 4: exercises 6 and 7. Homework 5: exercise 1.