In this lesson, some approximate and asymptotic versions of confidence sets are explored. The purpose here is to illustrate some methods that will be of use in more complicated situations, methods…
The lesson describes a few methods for deriving some tests in complicated problems in which no optimal test (such as the uniformly most powerful test) exists or is known. In such situations, the…
There are several properties to be considered when considering a point estimator from an asymptotic perspective. In this lesson, the concepts of consistency and efficiency are investigated. As…
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…