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STATISTICAL INFERENCE PART II SOME PROPERTIES OF ESTIMATORS

STATISTICAL INFERENCE PART II SOME PROPERTIES OF ESTIMATORS. SOME PROPERTIES OF ESTIMATORS. θ: a parameter of interest; unknown Previously, we found good(?) estimator(s) for θ or its function g(θ). Goal: Check how good are these estimator(s). Or are they good at all?

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STATISTICAL INFERENCE PART II SOME PROPERTIES OF ESTIMATORS

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STATISTICAL INFERENCE PART II POINT ESTIMATION

STATISTICAL INFERENCE PART II POINT ESTIMATION. SUFFICIENT STATISTICS. X, f(x; ), . X 1 , X 2 ,…,X n be a sample rvs. Y=U(X 1 , X 2 ,…,X n ) is a statistic. A sufficient statistic , Y is a statistic which contains all the information for the estimation of .

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