Paper II · 4 Random Variables, Distributions & Inference · 4.2 Estimation and testing of hypotheses

4.2.1 Estimation: point and interval estimation; unbiasedness, consistency, efficiency and sufficiency

Estimation uses a sample statistic to guess an unknown population parameter, either as one value (point estimate) or as a range (confidence interval); a good estimator is unbiased, consistent, efficient and sufficient.

  • TGPSC MPSO / ASO · Paper II
  • Advanced level
  • 10 min read
  • Full course

Key terms

  • estimation
  • parameter
  • statistic
  • estimator
  • estimate
  • point estimation
  • interval estimation
  • confidence interval
  • confidence coefficient
  • unbiased
  • bias
  • consistent
  • convergence in probability
  • efficient
  • relative efficiency
  • sufficient
  • factorisation theorem
  • Fisher-Neyman
  • MVUE
  • Cramer-Rao
  • Rao-Blackwell
  • maximum likelihood
  • method of moments

What this note covers

  1. Core factsFoundation
  2. ExplainedStandard
  3. DeeperAdvanced
  4. Common trapsFoundation
  5. Quick revisionFoundation

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