Lecture 15 of 40UMVU Estimation,Ancillarity
UMVU Estimation, Ancillarity
Prof. Somesh Kumar · IIT Kharagpur
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- Statistical Inference, IIT Kharagpur (at NPTEL)
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- CC BY-NC-SA, as NPTEL states it. Non-commercial use only.
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All the lectures
- Introduction and Motivation
- Basic Concepts of Point Estimations - I
- Basic Concepts of Point Estimations - II
- Finding Estimators - I
- Finding Estimators - II
- Finding Estimators - III
- Properties of MLEs
- Lower Bounds for Variance - I
- Lower Bounds for Variance - II
- Lower Bounds for Variance - III
- Lower Bounds for Variance - IV
- Sufficiency
- Sufficiency and Information
- Minimal Sufficiency, Completeness
- UMVU Estimation, Ancillarity
- Invariance - I
- Invariance - II
- Bayes and Minimax Estimation - I
- Bayes and Minimax Estimation - II
- Bayes and Minimax Estimation - III
- Testing of Hypotheses : Basic Concepts
- Neyman Pearson Fundamental Lemma
- Applications of NP lemma
- UMP Tests
- UMP Tests (Contd.)
- UMP Unbiased Tests
- UMP Unbiased Tests (Contd.)
- UMP Unbiased Tests : Applications
- Unbiased Tests for Normal Populations
- Unbiased Tests for Normal Populations (Contd.)
- Likelihood Ratio Tests - I
- Likelihood Ratio Tests - II
- Likelihood Ratio Tests - III
- Likelihood Ratio Tests - IV
- Invariant Tests
- Test for Goodness of Fit
- Sequential Procedure
- Sequential Procedure (Contd.)
- Confidence Intervals
- Confidence Intervals (Contd.)