Introduction to Point Estimation
Abstract
This article introduces one of the constituent topics of Statistical Inference: Point Estimation. The objective of point estimation is to estimate the value of an unknown parameter of a population from sample data. Specifically, we are going to study the properties that a good estimator must have (unbiasedness, efficiency, consistency and sufficiency) and we will apply two of the classic techniques for obtaining estimators (method of moments and maximum likelihood method).
References
G. Casella y R. Berger, Statistical Inference, 2.a ed. (Ed. Brooks/Cole, Belmont, California, 1990).
K. Knight, Mathematical Statistics, 1.a ed. (Ed. Chapman y Hall/CRC Press, New York, NY, 1999)
L. Wasserman, All of statistics: a concise course in statistical inference, 1.a ed. (Ed. Springer, New York, NY, 2003).
R. Vélez y A. García, Principios de Inferencia Estadística, 1.a ed. (Universidad Nacional de Educación a Distancia, Madrid, España, 2012).