A First Course in Parametric Inference

By B. K. Kale

A First Course in Parametric Inference By B. K. Kale

Starting with the basic concepts of sufficient statistics, the classical approach
based on minimum variance unbiased estimation is presented in detail. A
separate chapter is added on simulataneous estimation of several parametric
functions where the optimality criteria are defined using variance covariance
matrix of the vector of estimators. Large sample theory of estimation based on
consistent asymptotic normal estimators is then presented and various methods
which lead to such estimators, eg. method of moments and percentiles are
presented. There is a separate chapter on maximum likelihood method which is
used extensively in many other fields. The book concludes with standard theory
of tests of hypotheses and confidence intervals with an emphasis on likelihood
estimators. There are many solved examples illustrating the theory and which are
applicable in a variety of practical situations. A special feature of the text is the
wealth of historical information which provides a perspective of how the ideas
developed over the past 200 years starting from Boscovitch-Gauss -Legendre
Laplace to K. Pearson, Fisher - Neyman, E. Pearson and C.R. Rao.

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A First Course in Parametric Inference
By B. K. Kale

A First Course in Parametric Inference By B. K. Kale

Starting with the basic concepts of sufficient statistics, the classical approach based on minimum variance
unbiased estimation is presented in detail. A separate chapter is added on simulataneous estimation of several
parametric functions where the optimality criteria are defined using variance covariance matrix of the vector
of estimators. Large sample theory of estimation based on consistent asymptotic normal estimators is then
presented and various methods which lead to such estimators, eg. method of moments and percentiles are
presented. There is a separate chapter on maximum likelihood method which is used extensively in many
other fields. The book concludes with standard theory of tests of hypotheses and confidence intervals with an
emphasis on likelihood estimators. There are many solved examples illustrating the theory and which are
applicable in a variety of practical situations. A special feature of the text is the wealth of historical
information which provides a perspective of how the ideas developed over the past 200 years starting from
Boscovitch-Gauss -Legendre Laplace to K. Pearson, Fisher - Neyman, E. Pearson and C.R. Rao.

A First Course in Parametric Inference By B. K. Kale Bibliography

● Published on: 1998-02

● Original language: English
● Binding: Paperback

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