Transcription of GU4204: Statistical Inference
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GU4204: Statistical InferenceBodhisattva SenColumbia UniversityFebruary 27, 2020 Contents1 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 .. Computational methods for approximating MLEs .. s Method .. EM Algorithm ..2214 Principles of Mean squared error .. Comparing estimators .. Unbiased estimators .. Sufficient Statistics ..285 Bayesian Prior distribution .. Posterior distribution .. Bayes Estimators .. Sampling from a normal distribution ..376 The sampling distribution of a The gamma and the 2distributions .. gamma distribution.
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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