Sumários

Class9

4 Novembro 2025, 08:00 • José Passos

Properties of estimators: unbiasedness, minimum variance, MVUE, MSE, consistency

Cramer Rao lower bound
Rao-Blackwell theorem
Examples

Class8

28 Outubro 2025, 08:00 • José Passos

Sufficiency: sufficient statistics and minimal sufficient

Likelihood and score
Fisher Information
Examples

Class7

21 Outubro 2025, 08:00 • José Passos

Order statistics

Quantiles
Empirical distribution function

Class6

14 Outubro 2025, 08:00 • José Passos

Monte Carlo

Sampling distribution using Monte Carlo
Implementation in R
Sample moments: sample mean and sample variance

Class5

7 Outubro 2025, 08:00 • José Passos

Statistics

Sampling distribution
Methods to derive the sampling distribution
Moment generating function Central Limit Theorem
Examples