Mathematical Statistics
نویسنده
چکیده
This material is designed to introduces basic concepts and fundamental theory of mathematical statistics. A review of basic concepts will include likelihood functions, sufficient statistics, and exponential family of distributions. Then point estimation will be discussed, including minimum variance unbiased estimates, Cramér-Rao inequality, maximum likelihood estimates and asymptotic theory. Topics in general theory of statistical tests include Neyman–Pearson theorem, uniformly most powerful tests, and likelihood ratio tests.
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