BS2 Statistical Inference - Lecture 4
Methods of estimation; ancillarity
This lecture is primarily concerned with general methods for estimation, such as the method of least squares, the method of moments, and the method of maximum likelihood. As the last method is the most general and interesting, we are also concerned with its fundamental properties.The notion of ancillarity is closely related to properties of the MLE. In particular we establish Basu's theorem: any ancillary statistic is independent of a complete sufficient statistic.
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Last updated: Tuesday, 26 October 2004 12:40. Steffen L. Lauritzen