描述
概率论预备;精确与渐近抽样分布;无偏性、一致性、效率、充分性与完整性;极大似然估计量的性质;基于次序统计量和样本分位数的位置与尺度参数最小二乘估计;最优渐近正态(BAN)估计量。
先修课程
- 先修:STAT 3559 或获学院许可。
条件与方式
- 先修:STAT 3559 或获学院许可。
- 亦以研究生课程提供,要求不同,作为 STAT 5600,另列课程将排除额外学分。
- 每周讲课三小时。
原文参考文本
Preliminaries on probability theory; exact and asymptotic sampling distributions; unbiasedness, consistency, efficiency, sufficiency and completeness; properties of maximum likelihood estimators; least squares estimation of location and scale parameters based on order statistics and sample quantiles; Best Asymptotically Normal (BAN) estimators.
- Prerequisite(s): STAT 3559 or permission of the School.
- Also offered at the graduate level, with different requirements, as STAT 5600 , for which additional credit is precluded.
- Lectures three hours a week.
来源与参考
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来源参考 : https://calendar.carleton.ca/undergrad/courses/STAT/