BS2 Statistical Inference - Lecture 2
Properties of estimators
This lecture is concerned with properties such as unbiasedness, minimum variance, and minimum mean square error. The important notions of score and Fisher information are introduced and the Cramér-Rao lower bound for the variance of an unbiased estimator is established. Consistency and efficiency are briefly touched upon.
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Last updated: Sunday, 17 October 2004 21:28. Steffen L. Lauritzen