A First Course on Parametric Inference

Download or read book A First Course on Parametric Inference written by Balvant Keshav Kale and published by Alpha Science Int'l Ltd.. This book was released on 2005 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: "After a brief historical perspective, A First Course on Parametric Inference, discusses the basic concept of sufficient statistic and the classical approach based on minimum variance unbiased estimator. There is a separate chapter on simultaneous estimation of several parameters. Large sample theory of estimation, based on consistent asymptotically normal estimators obtained by method of moments, percentile and the method of maximum likelihood is also introduced. The tests of hypotheses for finite samples with classical Neyman-Pearson theory is developed pointing out its connection with Bayesian approach. The hypotheses testing and confidence interval techniques are developed leading to likelihood ratio tests, score tests and tests based on maximum likelihood estimators."--BOOK JACKET.