GU4204: Statistical Inference
GU4204: Statistical InferenceBodhisattva SenColumbia UniversityFebruary 27, 2020Contents1 Statistical Inference : Motivation . . . . . . . . . . . . . . . . . . . . . Recap: Some results from probability . . . . . . . . . . . . . . . . . . Back to Example . . . . . . . . . . . . . . . . . . . . . . . . . . . Delta method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Back to Example . . . . . . . . . . . . . . . . . . . . . . . . . . .102 Statistical Inference : Statistical model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Method of Moments estimators . . . . . . . . . . . . . . . . . . . . .133 Method of Maximum Properties of MLEs.
1.1 Statistical Inference: Motivation Statistical inference is concerned with making probabilistic statements about ran-dom variables encountered in the analysis of data. Examples: means, median, variances ... Example 1.1. A company sells a …
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