Sumários

Lesson 11

26 Novembro 2024, 08:00 José Passos

Jeffreys prior

Conjugate families
Bayesian point estimation
Bayesian interval estimation (HPD intervals)


Lesson 10

19 Novembro 2024, 08:00 José Passos

Bootsrap (examples in R)

Introduction to bayesian statistics: Bayes theorem, Bayes model, uninformative priors


Lesson 9

12 Novembro 2024, 08:00 José Passos

Exponential family

Method of moments
Method of maximum likelihood
Properties of MLE
Delta method


Lesson 8

5 Novembro 2024, 08:00 José Passos

Properties of estimators: unbiasedness, mimimum variance, MVUE, MSE, consistency
Cramer Rao Lower Bound
Rao-Blackwell theorem


Lesson 7

29 Outubro 2024, 08:00 José Passos

Sufficiency

Minimal sufficiency
Exercises
Likelihood, score and Fisher information