Statistical Inference
Point Estimation
Properties of Estimators
Method of Moments
Match sample moments to population moments:
Maximum Likelihood Estimation
Confidence Intervals
CI for Mean (Known Variance)
CI for Mean (Unknown Variance)
where is the sample standard deviation.
Hypothesis Testing
Decision Rules
Type I and Type II Errors
Common Tests
| Test | Statistic | Distribution |
|---|---|---|
| Z-test | ||
| t-test | ||
| test | ||
| F-test |
Likelihood Ratio Test
Bayesian Inference
Sufficient Statistics
Rao-Blackwell Theorem
CramΓ©r-Rao Lower Bound
where is the Fisher information.