STAT223

Sampling Distribution and Central Limit Theorem.
2. Point Estimation.
3. Estimator Properties: Unbiasedness – Mean Squared Error – Consistency – Sufficiency – Minimal Sufficiency – Completeness - Minimum Variance Unbiased Estimator.
4. Exponential Family Theorem.
5. Fisher Information and Cramer-Rao Inequality.
6. Rao-Blackwell and Lehmann-Scheffé Theorems.
7. Estimation Methods: Method of Moments – Maximum Likelihood Method.
8. Interval Estimation: Pivotal Quantity – Large Sample Confidence Interval.
9. Bayesian Estimate: Prior and Posterior Distributions – Loss Function Approach – Bayesian Confidence Intervals.