Lecture 11

9 Dezembro 2014, 18:00 • RUI MIGUEL BATISTA PAULO

Conclusion of last week's lecture.

Considerations about the Bayesian approach to parametric statistical inference.

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Lecture 10

2 Dezembro 2014, 18:00 • RUI MIGUEL BATISTA PAULO

Most efficient estimator versus UMVU estimator.

The method of moments and the method of maximum likelihood. Properties. The asymptotic distribution of the MLE and consequences.

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Lecture 9

25 Novembro 2014, 18:00 • RUI MIGUEL BATISTA PAULO

Parametric point estimation. General concepts. Unbiasedness. Cramer-Rao lower bound and most efficient estimators. UMVU estimation: Rao-Blackwellization of an unbiased estimator.

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Lecture 8

18 Novembro 2014, 18:00 • RUI MIGUEL BATISTA PAULO

Comnpleteness in the exponential family. Applications.

The likelihood function, the score function and its statistical prooperties. Regularity conditions. Fisher information and suficciency. Reparametrizations and Fisher information.

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Lecture 7

11 Novembro 2014, 18:00 • RUI MIGUEL BATISTA PAULO

Completeness. Sufficient and complete is minimal sufficient; reciprocal is not true. Basu's theorem.

Exponential family of distributions. Exponential structure is preserved under iid sampling. Sufficiency in the exponential family. Completeness in the exponential family.

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