RE: Stat 6501 Final Review

Hello everyone,

Here is a list of topics to study for the final.  

Prof. Suess

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Stat 6501 Final Review

The main topics covered on the Final will be

1. MME
2. Likelihood
3. MLE (the MLE is a statistic)
4. Fisher's Information, know how to prove that n times the Fisher's Information is equal the Information contained in a random sample.
5. AV, estimated AV, invariance property of MLEs
6. unbiased/bias
7. Large Sample Theory for MLEs, approximate CIs
8. UMVUE, CRLB 
9. Rao-Blackwell Thm
10. Irregular Estimation
11. ECDF, kernel density estimators
12. Bootstrap, parametric/nonparametric, Inverse CDF Method for random number generation 
13. Sufficient Statistics, Factorization Thm
14. Exponential Family
15. Bayesian Estimation, conjugate priors
16. other