LibGuides: Estimation Methods: Course Outline

Course Outline

Properties of a good estimator,unbiased, consistent, sufficient, efficient, complete
Minimum variance unbiased estimator
Rao-Blackwell and Lehmann Sheffe theorems with applications
Cramer-Rao inequality
Methods of Estimation
Maximum likelihood
Moments, least squares
Minimum chi-square and Bayesian
Estimates based on order observations
Simultaneous confidence intervals

Introduction to the Theory of Statistics
Mood, A. M. Graybill, F. A. & Boes, D. C.
Publisher: McGraw Hill

Statistical Inference in Science
Sprott, Duncan A.
Bickel, Peter J.
Diggle, P.
Statistical Inference : A Short Course
Panik, Michael J.
Publisher: John Wiley & Sons
May 2012
Statistical Inference for Fractional Diffusion Processes
Rao, B. L. S. Prakasa
Publisher: John Wiley & Sons
May 2010
Unifying Political Methodology : The Likelihood Theory of Statistical Inference
King, Gary
Publisher: University of Michigan Press
Using Statistics : A Gentle Introduction
Rugg, Gordon
Publisher: Open University Press, 2008
Statistics: A Very Short Introduction
Hand, David J.
Publisher: Oxford University Press, 2008
Statistics by Prescription
Roterman-Konieczna, Irena
Publisher: Jagiellonian University Press