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Stat. 731 Advanced Statistical Inference (I) (3Credits)
- Invariance, unbiasedness
- Unbiased confidence intervals
- Sufficiency, completeness and ancilarity
- independence of a sufficient statistic
- Confidence bands for a distribution function
- Bayes and minimax procedures
- Asymptotic efficiency
- Linear combinations of order statistics (L- estimators)
- M- and R- estimators
References
1) Casella, G and Berger, R. (1990) , Statistical Inference , Wadsworth and Brooks / Cole, California.
2) Lehman, E. (1983) , Theory of Point Estimation , John Wiley and Sons, New York
3) Ferguson, T , (1982) , Mathematical Statistics , Academic Press, New York
4) Lehman, E. (1968) , Testing Statistical Hypotheses , John Wiley and Sons, New York
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