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AMDA-2008-Session 5

AMDA-2008-Session 5 - Parametric Inference I Parametric...

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Parametric Inference – I

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{ } { } { } { } { } 0 , : ) , ( (d) 0 b a, : b) Beta(a, (c) 0 : ) Poi( (b) (0,1) p : p) Bin(10, (a) : Examples . parameter by the indexed ons distributi of family parametric a called is parameter. the is ) ,..., ( and space parameter the called is set The . where : ) f(x, Let 1 k = = = = = Θ Θ Θ = σ μ σ μ λ λ θ θ θ θ θ θ N k Parametric Family of Distributions
Problem of Estimation { } and both of function a is which 1.645 q Then ). (q on distributi Normal of percentile 95th the estimating in interested be may we e.g. For . of components the all of functions be can interest of Parameters parameter. nuisance the called is and interest of parameter the called is Then . in not and estimating in interested only are we Sometimes, data. from estimated be to needs and unknown usually )is , ( then 0 , : ) , N( if e.g., For data. the from estimated be to needs it unknown usually is parameter the Since 0.95 0.95 σ μ σ μ θ σ μ σ μ σ μ θ σ μ σ μ θ + = = =

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Method of Moments ) 1 , ( ) ˆ , ˆ ( ˆ is ) , ( of estimator moments of method the Thus .
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AMDA-2008-Session 5 - Parametric Inference I Parametric...

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