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Statistics | Statistics | ||
==Estimation== | |||
===Maximum Likelihood Estimator=== | |||
(MLE) | |||
===Uniformly Minimum Variance Unbiased Estimator=== | |||
UMVUE, sometimes called MVUE or UMVU. | |||
==Tests== | |||
===Basic Tests=== | |||
====T-test==== | |||
Used to test the mean. | |||
====F-test==== | |||
Use to test the ratio of variances. | |||
===Likelihood Ratio Test=== | |||
===Uniformly Most Powerful Test=== | |||
UMP Test | |||
===Anova=== | |||
==Confidence Sets== | |||
Confidence Intervals | |||
===Relationship with Tests=== | |||
==Regression== | |||
==Quadratic Forms== | |||
==Bootstrapping== | |||
[https://en.wikipedia.org/wiki/Bootstrapping_(statistics) Wikipedia]<br> | |||
Boostrapping is used to sample from your sample to get a measure of accuracy of your statistics. | |||
===Nonparametric Bootstrapping=== | |||
In nonparametric bootstrapping, you resample from your sample with replacement.<br> | |||
In this scenario, you don't need to know the family of distributions that your sample comes from. | |||
===Parametric Bootstrapping=== | |||
In parametric bootstrapping, you learn the distribution parameters of your sample, e.g. with MLE.<br> | |||
Then you can generate samples from that distribution on a computer. | |||
==Textbooks== | |||
* [https://smile.amazon.com/Statistical-Inference-George-Casella/dp/0534243126?sa-no-redirect=1 Casella and Burger's Statistical Inference] | |||