Skip to Main Content
It looks like you're using Internet Explorer 11 or older. This website works best with modern browsers such as the latest versions of Chrome, Firefox, Safari, and Edge. If you continue with this browser, you may see unexpected results.

Estimation Methods: Course Outline

The fundamentals of point and interval estimation will be presented from both frequents and non-frequentist perspectives.

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

Text Book

E-Books (Full Text)

E-Books (Full Text)