Statistics

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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

Textbooks