- 1 Estimation
- 2 Tests
- 3 Confidence Sets
- 4 Regression
- 5 Quadratic Forms
- 6 Bootstrapping
- 7 Textbooks
Maximum Likelihood Estimator
Uniformly Minimum Variance Unbiased Estimator
UMVUE, sometimes called MVUE or UMVU.
Used to test the mean.
Use to test the ratio of variances.
Likelihood Ratio Test
Uniformly Most Powerful Test
Relationship with Tests
Boostrapping is used to sample from your sample to get a measure of accuracy of your statistics.
In nonparametric bootstrapping, you resample from your sample with replacement.
In this scenario, you don't need to know the family of distributions that your sample comes from.
In parametric bootstrapping, you learn the distribution parameters of your sample, e.g. with MLE.
Then you can generate samples from that distribution on a computer.