E-Books →Statistical Theory and Inference

Statistical Theory and Inference by David J. Olive
English | PDF | 2014 | 438 Pages | ISBN : 3319049712 | 4 MB
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.