Statistical Theory : A Concise Introduction

Abstract: Introduction Preamble Likelihood Sufficiency Minimal sufficiency Completeness Exponential family of distributionsPoint Estimation Introduction Maximum likelihood estimation Method of moments Method of least squares Goodness-of-estimation. Mean squared error. Unbiased estimationConfidence Intervals, Bounds, and Regions Introduction Quoting the estimation error Confidence intervalsConfidence bounds Confidence regionsHypothesis Testing Introduction Simple hypothesesComposite hypothesesHypothesis testing and confidence intervals Sequential testingAsymptotic Analysis Introduction Convergence and co