Point Estimates: Methods of Estimation.md

Point Estimation: Methods of Estimation and Evaluation

• Introductory Lecture on Point Estimation -Columbia University, Department of Statistics Department of Statistics

Textbook

• Mathematical Statistics and Data Analysis: https://gettextbook.download/Stats%20100B/Rice%20J.A.%20Mathematical%20statistics%20and%20data%20analysis%20(3rd).pdf

Topics covered

1. Method of Moments

• Introducing the Parametric models and method of moments - Stanford University,

a) Exercise 1

2. Maximum Likelihood Estimation (MLE)

• Pre-requisite- Knowledge of maxima and minima using first and second derivative
• Readings about Maximum Likelihood Estimation: https://stats200.stanford.edu/Lecture13.pdf and notes from Stanford/Statistics200 (Mathematical Statistics)- http://statweb.stanford.edu/~susan/courses/s200/lectures/lect11.pdf
• Computing the Maximum Likelihood: http://www.ms.uky.edu/~mai/sta321/MLEexample.pdf
• Fitting Maximum likelihood in R: https://rpubs.com/YaRrr/MLTutorial

3. Plugin estimators and the delta method

Reading about Plugin estimators: https://stats200.stanford.edu/Lecture17.pdf