Beruflich Dokumente
Kultur Dokumente
352
References
Index
0-1 loss, 73, 83
2 goodness-of-t test, 301-302
-eld, xv, 1
A
Absolute error loss, 80, 155, 161
Admissibility, xv, 73-75, 155-160, 169-174, 187-188
Ancillary statistic, xv, 68-70
Approximate unbiasedness, 80
Asymptotic bias, xv, 88
Asymptotic correctness of condence sets, xvi, 333, 335-343
Asymptotic distribution, see limiting distribution
Asymptotic eciency, 193-194, 238, 240
Asymptotic level, xv, 93-94, 306-308
Asymptotic mean squared error, xv, 88, 91, 134
Asymptotic pivotal quantity, 333-335, 339
Asymptotic relative eciency, xv, 89-91, 132, 135-136, 140, 187-189, 196197, 236-238, 240-242
B
Bayes action, xvi, 145-150, 152
Bayes estimator, xvi, 153-154, 156-160, 168-170
353
354
Index
Index
355
356
Index
Index
357
358
Index
Index
359
Supereciency, 192
T
Test, 73, 84
Testing independence, 301
Trimmed sample mean, 229, 240
Type II error probability, 251
U
U-statistic, 116-119, 140, 244-245
Unbiased condence set, xxii, 324, 328
Unbiased estimator, xxii, 77-80, 222
Uniform integrability, 38-39
Uniformly minimum variance unbiased estimator (UMVUE), xxii, 95-112,
115-116, 123-124, 132-133, 157-158, 187-188, 196
Uniformly most accurate (UMA) condence set, xxi, 327-331
Uniformly most accurate unbiased (UMAU) condence set, xxi, 324, 326327, 332-333
Uniformly most powerful (UMP) test, xxi, 251-254, 259-269, 281-282
Uniformly most powerful unbiased (UMPU) test, xxi, 269-270, 273-283,
289-292, 294-295, 332
V
Variance estimator, 243-249, 344-345
W
Walds test, 296-298, 300, 302-303, 334-337, 340-343
Weak law of large numbers, 45-46