Categorieën: Alle - estimation - method - distribution - sample

door ZhengYu Luo 11 jaren geleden

405

Mathematical Statistics

The field of mathematical statistics encompasses various key concepts and methodologies used for analyzing data and making inferences. It involves understanding different types of distributions, both discrete and continuous, such as binomial, Poisson, normal, and gamma distributions, among others.

Mathematical Statistics

Mathematical Statistics

Statistical Inference

hypothesis test
parameter estimation
interval
point

Point Estimator

UMVUE
充分完备统计量
CR inequation

iid

conclusion

UE and another condition

smooth condition

Fisher 信息量

regular condition

一致最优估计
Assessment
bias

biased

unbiased | UE

estimable

MSEM

相对效率 = MSEM / MSEM

MESM = Var + bias^2

MESM = Var

Method
maximum likelyhood estimator | MLE
moment estimator

Basic

Distributions
continuous

multivariate normal

gamma

Z

beta

cauchy

normal

F

t

x2

exponential

uniform

discrete

multinomial

0-1-...-k

poisson

binomial

0-1

Statistics
sufficient statistic

# ordered is sufficient

general

4

empirical distribution function

3

sample kurtosis

sample skewness

sample coefficient of variation

2

sample p-fractile / p-quantile

extreme of sample

sample median

ordered statistics

1

sample covariance / relavant

sample moment

sample variation / sd

sample mean

sampling distribution
Sample
sampling

simple random sample

i.i.d.

r.v. | observation
sample size
sample space
Population
distribution

distribution family

exponential family

r.v.