This lesson reviews point estimation from a frequentist perspective. Method of moments and maximum likelihood methods are reviewed. Following that is a discussion of decision theory, optimal estimation, Fisher's information number, and best unbiased estimators. The lesson concludes with a description of the connection between decision theory, the best unbiased estimators, the Cramer-Rao Lower Bound, the Rao-Blackwell Theorem. The connection to these, sufficiency, completeness, and exponential families concludes the discussion.