This text is for a one semester graduate course in statistical theory
and covers minimal and complete sufficient statistics, maximum
likelihood estimators, method of moments, bias and mean square error,
uniform minimum variance estimators and the Cramer-Rao lower bound, an
introduction to large sample theory, likelihood ratio tests and
uniformly most powerful tests and the Neyman Pearson Lemma. A major
goal of this text is to make these topics much more accessible to
students by using the theory of exponential families. Exponential
families, indicator functions and the support of the distribution are
used throughout the text to simplify the theory. More than 50 ``brand
name" distributions are used to illustrate the theory with many
examples of exponential families, maximum likelihood estimators and
uniformly minimum variance unbiased estimators. There are many
homework problems with over 30 pages of solutions.
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Produktdetaljer
ISBN
9783319049724
Publisert
2018
Utgiver
Springer Nature
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter