Sumários
Lecture 10
19 Novembro 2024, 18:30 • RUI MIGUEL BATISTA PAULO
Estimation methods: method of maximum likelihood and method of moments. Examples and properties.
Lab 9
18 Novembro 2024, 13:30 • RUI MIGUEL BATISTA PAULO
Uniformly minimum variance unbiased estimators.
The mean squared error criterion.
Consistency.
Lecture 9
12 Novembro 2024, 18:30 • RUI MIGUEL BATISTA PAULO
Parametric point estimation: basic notions.
Unbiased estimators. Cramer-Rao lower bound. Most efficient estimators. Necessary and sufficient conditions for the existence of the most efficient estimator.