This preview shows page 1. Sign up to view the full content.
Unformatted text preview: Changing variables technique (discrete type, continuous type), order statistics, moment generating function technique, distributions of sample mean and sample variance. III Limiting Distributions: Convergence in distribution and in probability, limiting moment generating functions, Scheffs theorem, Slutskys theorem, Central Limit Theorem, asymptotic normality, delta method. IV Estimation: Bias, mean square error, consistency, maximum likelihood estimation, method of moments, unbiased estimators, minimum variance unbiased estimators. V Statistical Hypotheses: Best test for simple hypotheses: NeymanPearson Lemma, uniformly most powerful tests, likelihood ratio tests. VI Sufficient Statistics: RaoBlackwell theorem, completeness and uniqueness, exponential family of densities, case of several parameters, RaoCramer inequality....
View
Full
Document
This note was uploaded on 06/11/2010 for the course STAT 410 taught by Professor Alexeistepanov during the Spring '08 term at University of Illinois at Urbana–Champaign.
 Spring '08
 AlexeiStepanov
 Statistics, Probability

Click to edit the document details