Statistics

From David's Wiki
\( \newcommand{\P}[]{\unicode{xB6}} \newcommand{\AA}[]{\unicode{x212B}} \newcommand{\empty}[]{\emptyset} \newcommand{\O}[]{\emptyset} \newcommand{\Alpha}[]{Α} \newcommand{\Beta}[]{Β} \newcommand{\Epsilon}[]{Ε} \newcommand{\Iota}[]{Ι} \newcommand{\Kappa}[]{Κ} \newcommand{\Rho}[]{Ρ} \newcommand{\Tau}[]{Τ} \newcommand{\Zeta}[]{Ζ} \newcommand{\Mu}[]{\unicode{x039C}} \newcommand{\Chi}[]{Χ} \newcommand{\Eta}[]{\unicode{x0397}} \newcommand{\Nu}[]{\unicode{x039D}} \newcommand{\Omicron}[]{\unicode{x039F}} \DeclareMathOperator{\sgn}{sgn} \def\oiint{\mathop{\vcenter{\mathchoice{\huge\unicode{x222F}\,}{\unicode{x222F}}{\unicode{x222F}}{\unicode{x222F}}}\,}\nolimits} \def\oiiint{\mathop{\vcenter{\mathchoice{\huge\unicode{x2230}\,}{\unicode{x2230}}{\unicode{x2230}}{\unicode{x2230}}}\,}\nolimits} \)

Statistics

Estimation

Maximum Likelihood Estimator

(MLE)

Uniformly Minimum Variance Unbiased Estimator

UMVUE, sometimes called MVUE or UMVU.

Tests

Likelihood Ratio Test

Uniformly Most Powerful Test

UMP Test

Anova

Confidence Sets

Confidence Intervals

Relationship with Tests

Regression

Quadratic Forms

Textbooks