Sumários
Lecture 11
9 Dezembro 2014, 18:00 • Rui Paulo
Conclusion of last week's lecture.
Considerations about the Bayesian approach to parametric statistical inference.
Lecture 10
2 Dezembro 2014, 18:00 • Rui 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.
Lecture 9
25 Novembro 2014, 18:00 • Rui Paulo
Parametric point estimation. General concepts. Unbiasedness. Cramer-Rao lower bound and most efficient estimators. UMVU estimation: Rao-Blackwellization of an unbiased estimator.
Lecture 8
18 Novembro 2014, 18:00 • Rui 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.
Lecture 7
11 Novembro 2014, 18:00 • Rui 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.