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Efficiency (statistics)

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6495: 722: 6481: 358: 6519: 6507: 1133:(MVUE). This is because an efficient estimator maintains equality on the CramĂ©r–Rao inequality for all parameter values, which means it attains the minimum variance for all parameters (the definition of the MVUE). The MVUE estimator, even if it exists, is not necessarily efficient, because "minimum" does not mean equality holds on the CramĂ©r–Rao inequality. 717:{\displaystyle {\begin{aligned}\operatorname {MSE} (T)&=\operatorname {E} =\operatorname {E} +\operatorname {E} -\theta )^{2}]\\&=\operatorname {E} )^{2}]+2E](\operatorname {E} -\theta )+(\operatorname {E} -\theta )^{2}\\&=\operatorname {var} (T)+(\operatorname {E} -\theta )^{2}\end{aligned}}} 3602:
For experimental designs, efficiency relates to the ability of a design to achieve the objective of the study with minimal expenditure of resources such as time and money. In simple cases, the relative efficiency of designs can be expressed as the ratio of the sample sizes required to achieve a given
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Efficiency in statistics is important because they allow one to compare the performance of various estimators. Although an unbiased estimator is usually favored over a biased one, a more efficient biased estimator can sometimes be more valuable than a less efficient unbiased estimator. For example,
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of two procedures is the ratio of their efficiencies, although often this concept is used where the comparison is made between a given procedure and a notional "best possible" procedure. The efficiencies and the relative efficiency of two procedures theoretically depend on the sample size available
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While efficiency is a desirable quality of an estimator, it must be weighed against other considerations, and an estimator that is efficient for certain distributions may well be inefficient for other distributions. Most significantly, estimators that are efficient for clean data from a simple
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are a general class of estimators motivated by these concerns. They can be designed to yield both robustness and high relative efficiency, though possibly lower efficiency than traditional estimators for some cases. They can be very computationally complicated, however.
1940: 1341:. Generally, the variance measures the degree of dispersion of a random variable around its mean. Thus estimators with small variances are more concentrated, they estimate the parameters more precisely. We say that the estimator is a 2180: 180: 1295: 917: 803: 2818: 3381: 3281: 3554:
this can occur when the values of the biased estimator gathers around a number closer to the true value. Thus, estimator performance can be predicted easily by comparing their mean squared errors or variances.
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distribution, such as the normal distribution (which is symmetric, unimodal, and has thin tails) may not be robust to contamination by outliers, and may be inefficient for more complicated distributions. In
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In general, the spread of an estimator around the parameter Ξ is a measure of estimator efficiency and performance. This performance can be calculated by finding the mean squared error. More formally, let
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The sample mean is thus more efficient than the sample median in this example. However, there may be measures by which the median performs better. For example, the median is far more robust to
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is less efficient for a normal distribution, but is more robust (i.e., less affected) by changes in the distribution, and thus may be more efficient for a mixture distribution. Similarly, the
1735: 1060: 1835: 923:. This relationship can be determined by simplifying the more general case above for mean squared error; since the expected value of an unbiased estimator is equal to the parameter value, 959: 1827: 350: 216: 2357: 1995: 1768: 3490:), the presence of extreme values from the latter distribution (often "contaminating outliers") significantly reduces the efficiency of the sample mean as an estimator of 2105: 1374:
estimators. (Often it is not.) Since there are no good theoretical reasons to require that estimators are unbiased, this restriction is inconvenient. In fact, if we use
3463:– an estimator such as the sample mean is an efficient estimator of the population mean of a normal distribution, for example, but can be an inefficient estimator of a 3120: 3053: 2802: 2587: 2500: 1109: 3100: 2674: 2647: 2616: 2559: 2527: 2480: 2453: 2067: 2023: 1676: 262:— the function which quantifies the relative degree of undesirability of estimation errors of different magnitudes. The most common choice of the loss function is 5616: 3820: 3129:. This replaces the comparison of mean-squared-errors with comparing how often one estimator produces estimates closer to the true value than another estimator. 2407: 6121: 3769: 3073: 3033: 2384: 2203: 2043: 1652: 3199:
Relative efficiency of two such estimators can thus be interpreted as the relative sample size of one required to achieve the certainty of the other. Proof:
2112: 3541:, which are very simple statistics that are easy to compute and interpret, in many cases robust, and often sufficiently efficient for initial estimates. See 6271: 5895: 4536: 106: 5669: 6108: 3005:{\displaystyle e(T_{1},T_{2})={\frac {\operatorname {E} }{\operatorname {E} }}={\frac {\operatorname {var} (T_{2})}{\operatorname {var} (T_{1})}}} 1479: 1397:
Finite-sample efficiency is based on the variance, as a criterion according to which the estimators are judged. A more general approach is to use
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that estimates the quantity of interest in some “best possible” manner. The notion of “best possible” relies upon the choice of a particular
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procedure. Essentially, a more efficient estimator needs fewer input data or observations than a less efficient one to achieve the
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Efficiency of an estimator may change significantly if the distribution changes, often dropping. This is one of the motivations of
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are two unbiased estimators for the same parameter Ξ, then the variance can be compared to determine performance. In this case,
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of two normal distributions with the same mean and different variances. For example, if a distribution is a combination of 98%
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Finite-sample efficient estimators are extremely rare. In fact, it was proved that efficient estimation is possible only in an
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from the sample. Thus, the sample mean is a finite-sample efficient estimator for the mean of the normal distribution.
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Historically, finite-sample efficiency was an early optimality criterion. However this criterion has some limitations:
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as a selection criterion, many biased estimators will slightly outperform the “best” unbiased ones. For example, in
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In estimating the mean of uncorrelated, identically distributed variables we can take advantage of the fact that
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is a lower bound of the variance of an unbiased estimator, representing the "best" an unbiased estimator can be.
6073: 1345:(in the class of unbiased estimators) if it reaches the lower bound in the CramĂ©r–Rao inequality above, for all 926: 6443: 6210: 5758: 5723: 5687: 5472: 4914: 4823: 4782: 4694: 4385: 4224: 3581: 3142: 2531: 1773: 1623: 1434: 289: 5480: 5464: 2416:, so that if the Gaussian model is questionable or approximate, there may advantages to using the median (see 1123: 231: 188: 43: 6352: 5965: 5905: 5842: 5202: 5064: 4904: 4818: 4013: 3510:, can significantly reduce the efficiency of estimators that assume a symmetric distribution or thin tails. 1379: 263: 6113: 6050: 6390: 6320: 5805: 5692: 4689: 4586: 4493: 4372: 4271: 6511: 5389: 6415: 6357: 6300: 6126: 6019: 5928: 5654: 5538: 5397: 5279: 5271: 5086: 4982: 4960: 4919: 4884: 4851: 4797: 4772: 4727: 4666: 4626: 4428: 4251: 3577: 2328: 1430: 94: 55: 6494: 5384: 3573: 2409:
the efficiency is higher than this (for example, a sample size of 3 gives an efficiency of about 74%).
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As an example, among the models encountered in practice, efficient estimators exist for: the mean
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other than quadratic ones, in which case the finite-sample efficiency can no longer be formulated.
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Fisher, R (1921). "On the Mathematical Foundations of Theoretical Statistics".
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A Modern Introduction to Probability and Statistics: Understanding Why and How
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Thus an efficient estimator need not exist, but if it does, it is the MVUE.
1069: 255: 86: 35: 1390:: Regardless of the outcome, its performance is worse than for example the 1290:{\displaystyle \operatorname {var} \ \geq \ {\mathcal {I}}_{\theta }^{-1},} 3850: 3786: 912:{\displaystyle \operatorname {var} (T_{1})>\operatorname {var} (T_{2})} 798:{\displaystyle \operatorname {MSE} (T_{1})<\operatorname {MSE} (T_{2})} 4953: 4571: 4448: 4443: 4438: 4410: 3503: 3138: 1679: 1223: 1111:
for all values of the parameter, then the estimator is called efficient.
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Wackerly, Dennis D.; Mendenhall, William; Scheaffer, Richard L. (2008).
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An alternative to relative efficiency for comparing estimators, is the
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efficiency — that is, the efficiency in the limit as sample size
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Statistical Measures of Accuracy for Riflemen and Missile Engineers
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This notion of efficiency is sometimes restricted to the class of
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The relative efficiency of two unbiased estimators is defined as
4300: 3189:{\displaystyle e\equiv \left({\frac {\sigma }{\mu }}\right)^{2}} 6269: 5836: 5583: 4882: 4652: 4269: 4213: 4064:"Hodges–Lehmann Optimality for Testing Moment Condition Models" 1004:{\displaystyle \operatorname {MSE} (T)=\operatorname {var} (T)} 3952:(Seventh ed.). Belmont, CA: Thomson Brooks/Cole. p.  3791:. Kristine L. Bell, Zhi Tian (Second ed.). Hoboken, N.J. 3141:. In this case efficiency can be defined as the square of the 4209: 3920:
Data Analysis and Graphics Using R: An Example-Based Approach
3444:{\displaystyle {\frac {e_{1}}{e_{2}}}={\frac {n_{1}}{n_{2}}}} 352:, which can be decomposed as a sum of its variance and bias: 70:
for the given procedure, but it is often possible to use the
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In other words, the relative variance of the median will be
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Philosophical Transactions of the Royal Society of London A
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for dimension three or more, the mean-unbiased estimator,
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between the estimated value and the "true" value in the
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Equivalently, the estimator achieves equality in the
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Autoregressive conditional heteroskedasticity (ARCH)
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the variance of the sum is the sum of the variances
4076: 4037:"Bahadur efficiency - Encyclopedia of Mathematics" 3443: 3375: 3275: 3188: 3114: 3094: 3067: 3047: 3027: 3004: 2796: 2773: 2668: 2641: 2610: 2581: 2553: 2521: 2494: 2474: 2447: 2401: 2378: 2351: 2314: 2197: 2174: 2099: 2061: 2037: 2017: 1989: 1934: 1821: 1762: 1729: 1670: 1646: 1585: 1325: 1289: 1103: 1054: 1003: 953: 911: 797: 716: 344: 210: 174: 4051:"Bahadur efficiency of the likelihood ratio test" 3584:) relate to the comparison of the performance of 1730:{\displaystyle X_{n}\sim {\mathcal {N}}(\mu ,1).} 50:is characterized by having the smallest possible 1055:{\displaystyle (\operatorname {E} -\theta )^{2}} 5670:Multivariate adaptive regression splines (MARS) 3917:Maindonald, John; Braun, W. John (2010-05-06). 3102:is preferable, regardless of the true value of 4225: 4183:; with the assistance of R. Hamböker (1994). 3771:Counterexamples in Probability and Statistics 3768:Romano, Joseph P.; Siegel, Andrew F. (1986). 8: 2804:, with strict inequality holding somewhere. 2569:(MSE) is smaller for at least some value of 3923:. Cambridge University Press. p. 104. 3075:being greater than one would indicate that 6279: 6266: 6183: 5989: 5858: 5833: 5604: 5580: 5308: 5091: 4892: 4879: 4662: 4649: 4288: 4279: 4266: 4232: 4218: 4210: 4079:The Oxford Dictionary of Statistical Terms 3819:: CS1 maint: location missing publisher ( 3788:Detection estimation and modulation theory 3133:Estimators of the mean of u.i.d. variables 1610:, which is equal to the reciprocal of the 1184:are the data sampled from this model. Let 954:{\displaystyle \operatorname {E} =\theta } 3948:Mathematical statistics with applications 3433: 3423: 3417: 3406: 3396: 3390: 3388: 3367: 3357: 3344: 3339: 3334: 3325: 3315: 3302: 3297: 3291: 3262: 3257: 3247: 3242: 3236: 3225: 3215: 3209: 3207: 3180: 3166: 3153: 3107: 3086: 3080: 3060: 3040: 3020: 2990: 2966: 2950: 2935: 2919: 2892: 2876: 2857: 2845: 2832: 2820: 2789: 2762: 2746: 2718: 2702: 2684: 2660: 2654: 2633: 2627: 2602: 2596: 2574: 2545: 2539: 2513: 2507: 2487: 2466: 2460: 2439: 2433: 2391: 2371: 2335: 2330: 2298: 2283: 2264: 2245: 2223: 2222: 2213: 2190: 2149: 2132: 2131: 2117: 2116: 2114: 2086: 2081: 2076: 2074: 2054: 2030: 2010: 1976: 1975: 1973: 1914: 1897: 1896: 1887: 1877: 1866: 1852: 1839: 1837: 1822:{\displaystyle X_{1},X_{2},\ldots ,X_{N}} 1813: 1794: 1781: 1775: 1750: 1748: 1703: 1702: 1693: 1687: 1663: 1639: 1571: 1561: 1550: 1536: 1519: 1316: 1310: 1309: 1305: 1275: 1270: 1264: 1263: 1249: 1245: 1234: 1226:of this estimator is bounded from below: 1081: 1046: 1016: 966: 928: 900: 875: 860: 786: 761: 746: 704: 642: 542: 486: 413: 362: 360: 345:{\displaystyle \operatorname {MSE} (T)=E} 333: 291: 193: 192: 190: 137: 136: 131: 125: 108: 2386:tends to infinity. For finite values of 961:. Therefore, for an unbiased estimator, 3999: 3715: 3664:"Efficiency of a statistical procedure" 3649: 3639: 2185:The efficiency of the median for large 1480:independent and identically distributed 211:{\displaystyle {\mathcal {I}}(\theta )} 27:Quality measure of a statistical method 6196:Kaplan–Meier estimator (product limit) 4111:The Cambridge Dictionary of Statistics 3892:. Cambridge University Press. p.  3812: 1444:with unknown mean but known variance: 1062:term drops out for being equal to 0. 38:, of an experimental design, or of a 7: 6506: 6206:Accelerated failure time (AFT) model 3730: 3728: 3684: 3682: 1953:) is equal to the reciprocal of the 1354:minimum variance unbiased estimators 6518: 5801:Analysis of variance (ANOVA, anova) 3537:A more traditional alternative are 2045:the sample median is approximately 1131:minimum variance unbiased estimator 1129:An efficient estimator is also the 54:, indicating that there is a small 5896:Cochran–Mantel–Haenszel statistics 4522:Pearson product-moment correlation 2903: 2860: 2730: 2686: 2352:{\displaystyle \pi /2\approx 1.57} 1352:. Efficient estimators are always 1021: 930: 734:performs better than an estimator 679: 617: 587: 523: 505: 461: 443: 425: 388: 278:be an estimator for the parameter 25: 3838:(3rd ed.). pp. 440–441. 2482:are estimators for the parameter 1957:from the sample and thus, by the 1343:finite-sample efficient estimator 6517: 6505: 6493: 6480: 6479: 3774:. Chapman and Hall. p. 194. 2591:the MSE does not exceed that of 1990:{\displaystyle {\widetilde {X}}} 6155:Least-squares spectral analysis 4133:Elements of Large-Sample Theory 3520:L-estimator § Applications 1763:{\displaystyle {\overline {X}}} 1622:Asymptotic efficiency requires 805:. For a more specific case, if 5136:Mean-unbiased minimum-variance 4113:. Cambridge University Press. 3586:statistical hypothesis testing 3514:Uses of inefficient estimators 2996: 2983: 2972: 2959: 2941: 2932: 2912: 2909: 2898: 2889: 2869: 2866: 2851: 2825: 2768: 2759: 2739: 2736: 2724: 2715: 2695: 2692: 1721: 1709: 1530: 1524: 1482:observations from this model: 1250: 1242: 1092: 1086: 1043: 1033: 1027: 1018: 998: 992: 980: 974: 942: 936: 906: 893: 881: 868: 792: 779: 767: 754: 701: 691: 685: 676: 670: 664: 639: 629: 623: 614: 608: 599: 593: 584: 581: 578: 572: 560: 548: 539: 535: 529: 514: 511: 492: 483: 473: 467: 455: 449: 434: 431: 419: 410: 397: 394: 378: 372: 339: 330: 317: 314: 305: 299: 205: 199: 166: 160: 149: 143: 119: 113: 72:asymptotic relative efficiency 34:is a measure of quality of an 1: 6449:Geographic information system 5665:Simultaneous equations models 4187:. Berlin: Walter de Gruyter. 4185:Parametric Statistical Theory 4135:. New York: Springer Verlag. 5632:Coefficient of determination 5243:Uniformly most powerful test 3785:Van Trees, Harry L. (2013). 3543:applications of L-estimators 3035:is in general a function of 2100:{\displaystyle {\pi }/{2N},} 1945:The variance of the mean, 1/ 1844: 1755: 1503:. We estimate the parameter 282:. The mean squared error of 6201:Proportional hazards models 6145:Spectral density estimation 6127:Vector autoregression (VAR) 5561:Maximum posterior estimator 4793:Randomized controlled trial 4083:. Oxford University Press. 4062:Canay I. A. & Otsu, T. 4019:Encyclopedia of Mathematics 3849:Greene, William H. (2012). 3834:DeGroot; Schervish (2002). 3669:Encyclopedia of Mathematics 234:can be used to prove that 6562: 5961:Multivariate distributions 4381:Average absolute deviation 4165:(2nd ed.). Springer. 4163:Theory of Point Estimation 4109:Everitt, Brian S. (2002). 3836:Probability and Statistics 3595: 3517: 3127:Pitman closeness criterion 1634:Consider a sample of size 6475: 6278: 6265: 5949:Structural equation model 5857: 5832: 5603: 5579: 5311: 5285:Score/Lagrange multiplier 4891: 4878: 4700:Sample size determination 4661: 4648: 4278: 4265: 4247: 4012:Nikitin, Ya.Yu. (2001) , 3582:Hodges–Lehmann efficiency 1335:Fisher information matrix 270:criterion of optimality. 6444:Environmental statistics 5966:Elliptical distributions 5759:Generalized linear model 5688:Simple linear regression 5458:Hodges–Lehmann estimator 4915:Probability distribution 4824:Stochastic approximation 4386:Coefficient of variation 4014:"Efficiency, asymptotic" 3549:Efficiency in statistics 3545:for further discussion. 3143:coefficient of variation 1624:Consistency (statistics) 1596:This estimator has mean 1440:Consider the model of a 1435:multinomial distribution 1140:Finite-sample efficiency 6104:Cross-correlation (XCF) 5712:Non-standard predictors 5146:Lehmann–ScheffĂ© theorem 4819:Adaptive clinical trial 3662:Nikulin, M.S. (2001) , 3500:shape of a distribution 3115:{\displaystyle \theta } 3048:{\displaystyle \theta } 2797:{\displaystyle \theta } 2582:{\displaystyle \theta } 2495:{\displaystyle \theta } 1380:multivariate statistics 1207:. If this estimator is 6500:Mathematics portal 6321:Engineering statistics 6229:Nelson–Aalen estimator 5806:Analysis of covariance 5693:Ordinary least squares 5617:Pearson product-moment 5021:Statistical functional 4932:Empirical distribution 4765:Controlled experiments 4494:Frequency distribution 4272:Descriptive statistics 4161:; Casella, G. (1998). 3985:Grubbs, Frank (1965). 3735:Dekking, F.M. (2007). 3445: 3377: 3277: 3190: 3116: 3096: 3069: 3049: 3029: 3006: 2798: 2775: 2670: 2643: 2612: 2583: 2555: 2523: 2496: 2476: 2449: 2403: 2380: 2362:Note that this is the 2353: 2316: 2199: 2176: 2101: 2063: 2039: 2019: 1991: 1936: 1882: 1823: 1764: 1731: 1672: 1648: 1587: 1566: 1413:(but not the variance 1337:of the model at point 1327: 1291: 1124:CramĂ©r–Rao lower bound 1105: 1104:{\displaystyle e(T)=1} 1056: 1005: 955: 913: 799: 718: 346: 212: 176: 6416:Population statistics 6358:System identification 6092:Autocorrelation (ACF) 6020:Exponential smoothing 5934:Discriminant analysis 5929:Canonical correlation 5793:Partition of variance 5655:Regression validation 5499:(Jonckheere–Terpstra) 5398:Likelihood-ratio test 5087:Frequentist inference 4999:Location–scale family 4920:Sampling distribution 4885:Statistical inference 4852:Cross-sectional study 4839:Observational studies 4798:Randomized experiment 4627:Stem-and-leaf display 4429:Central limit theorem 3884:Williams, D. (2001). 3743:. Springer. pp.  3596:Further information: 3518:Further information: 3446: 3378: 3278: 3191: 3117: 3097: 3095:{\displaystyle T_{1}} 3070: 3050: 3030: 3007: 2799: 2776: 2671: 2669:{\displaystyle T_{2}} 2644: 2642:{\displaystyle T_{1}} 2613: 2611:{\displaystyle T_{2}} 2584: 2556: 2554:{\displaystyle T_{2}} 2524: 2522:{\displaystyle T_{1}} 2497: 2477: 2475:{\displaystyle T_{2}} 2450: 2448:{\displaystyle T_{1}} 2404: 2381: 2354: 2317: 2200: 2177: 2102: 2064: 2040: 2020: 1992: 1959:CramĂ©r–Rao inequality 1937: 1862: 1824: 1765: 1732: 1673: 1649: 1618:Asymptotic efficiency 1588: 1546: 1511:of all observations: 1475:The data consists of 1392:James–Stein estimator 1328: 1292: 1220:CramĂ©r–Rao inequality 1116:CramĂ©r–Rao inequality 1106: 1057: 1006: 956: 914: 848:than the variance of 800: 719: 347: 213: 177: 82:The efficiency of an 6339:Probabilistic design 5924:Principal components 5767:Exponential families 5719:Nonlinear regression 5698:General linear model 5660:Mixed effects models 5650:Errors and residuals 5627:Confounding variable 5529:Bayesian probability 5507:Van der Waerden test 5497:Ordered alternative 5262:Multiple comparisons 5141:Rao–Blackwellization 5104:Estimating equations 5060:Statistical distance 4778:Factorial experiment 4311:Arithmetic-Geometric 3852:Econometric analysis 3618:Consistent estimator 3465:mixture distribution 3387: 3290: 3206: 3152: 3106: 3079: 3059: 3039: 3019: 2819: 2788: 2683: 2653: 2626: 2595: 2573: 2538: 2506: 2486: 2459: 2432: 2390: 2370: 2329: 2212: 2189: 2113: 2073: 2062:{\displaystyle \mu } 2053: 2047:normally distributed 2029: 2018:{\displaystyle \mu } 2009: 1972: 1836: 1774: 1747: 1686: 1671:{\displaystyle \mu } 1662: 1638: 1518: 1423:Poisson distribution 1304: 1233: 1080: 1015: 965: 927: 859: 745: 359: 290: 246:Efficient estimators 222:of the sample. Thus 189: 107: 6411:Official statistics 6334:Methods engineering 6015:Seasonal adjustment 5783:Poisson regressions 5703:Bayesian regression 5642:Regression analysis 5622:Partial correlation 5594:Regression analysis 5193:Prediction interval 5188:Likelihood interval 5178:Confidence interval 5170:Interval estimation 5131:Unbiased estimators 4949:Model specification 4829:Up-and-down designs 4517:Partial correlation 4473:Index of dispersion 4391:Interquartile range 3628:Optimal instruments 3592:Experimental design 3349: 3307: 3267: 3252: 2808:Relative efficiency 2618:for any value of Ξ. 2424:Dominant estimators 1949:(the square of the 1656:normal distribution 1442:normal distribution 1411:normal distribution 1283: 837:if the variance of 266:, resulting in the 252:efficient estimator 67:relative efficiency 48:efficient estimator 18:Efficient estimator 6431:Spatial statistics 6311:Medical statistics 6211:First hitting time 6165:Whittle likelihood 5816:Degrees of freedom 5811:Multivariate ANOVA 5744:Heteroscedasticity 5556:Bayesian estimator 5521:Bayesian inference 5370:Kolmogorov–Smirnov 5255:Randomization test 5225:Testing hypotheses 5198:Tolerance interval 5109:Maximum likelihood 5004:Exponential family 4937:Density estimation 4897:Statistical theory 4857:Natural experiment 4803:Scientific control 4720:Survey methodology 4406:Standard deviation 4075:Dodge, Y. (2006). 3578:Bahadur efficiency 3564:significance tests 3441: 3373: 3335: 3293: 3273: 3253: 3238: 3186: 3112: 3092: 3065: 3045: 3025: 3002: 2794: 2771: 2666: 2639: 2608: 2579: 2567:mean squared error 2551: 2519: 2492: 2472: 2445: 2402:{\displaystyle N,} 2399: 2376: 2349: 2312: 2195: 2172: 2097: 2059: 2035: 2015: 1987: 1955:Fisher information 1932: 1819: 1760: 1727: 1668: 1644: 1612:Fisher information 1583: 1425:, the probability 1376:mean squared error 1365:exponential family 1323: 1322: 1287: 1262: 1203:for the parameter 1101: 1052: 1001: 951: 919:for all values of 909: 795: 714: 712: 342: 268:mean squared error 220:Fisher information 208: 172: 40:hypothesis testing 6546:Estimation theory 6533: 6532: 6471: 6470: 6467: 6466: 6406:National accounts 6376:Actuarial science 6368:Social statistics 6261: 6260: 6257: 6256: 6253: 6252: 6188:Survival function 6173: 6172: 6035:Granger causality 5876:Contingency table 5851:Survival analysis 5828: 5827: 5824: 5823: 5680:Linear regression 5575: 5574: 5571: 5570: 5546:Credible interval 5515: 5514: 5298: 5297: 5114:Method of moments 4983:Parametric family 4944:Statistical model 4874: 4873: 4870: 4869: 4788:Random assignment 4710:Statistical power 4644: 4643: 4640: 4639: 4489:Contingency table 4459: 4458: 4326:Generalized/power 4142:978-0-387-98595-4 4129:Lehmann, Erich L. 3989:. pp. 26–27. 3930:978-1-139-48667-5 3888:Weighing the Odds 3862:978-0-273-75356-8 3798:978-1-299-66515-6 3623:Hodges' estimator 3574:Pitman efficiency 3527:robust statistics 3494:By contrast, the 3461:robust statistics 3439: 3412: 3268: 3231: 3174: 3068:{\displaystyle e} 3028:{\displaystyle e} 3000: 2945: 2418:Robust statistics 2379:{\displaystyle N} 2277: 2253: 2231: 2198:{\displaystyle N} 2162: 2125: 2038:{\displaystyle N} 1984: 1964:Now consider the 1922: 1860: 1847: 1758: 1647:{\displaystyle N} 1579: 1544: 1261: 1255: 170: 16:(Redirected from 6553: 6521: 6520: 6509: 6508: 6498: 6497: 6483: 6482: 6386:Crime statistics 6280: 6267: 6184: 6150:Fourier analysis 6137:Frequency domain 6117: 6064: 6030:Structural break 5990: 5939:Cluster analysis 5886:Log-linear model 5859: 5834: 5775: 5749:Homoscedasticity 5605: 5581: 5500: 5492: 5484: 5483:(Kruskal–Wallis) 5468: 5453: 5408:Cross validation 5393: 5375:Anderson–Darling 5322: 5309: 5280:Likelihood-ratio 5272:Parametric tests 5250:Permutation test 5233:1- & 2-tails 5124:Minimum distance 5096:Point estimation 5092: 5043:Optimal decision 4994: 4893: 4880: 4862:Quasi-experiment 4812:Adaptive designs 4663: 4650: 4527:Rank correlation 4289: 4280: 4267: 4234: 4227: 4220: 4211: 4206: 4181:Pfanzagl, Johann 4176: 4146: 4124: 4095: 4094: 4082: 4072: 4066: 4060: 4054: 4047: 4041: 4040: 4033: 4027: 4026: 4009: 4003: 3997: 3991: 3990: 3982: 3976: 3975: 3951: 3941: 3935: 3934: 3914: 3908: 3907: 3891: 3881: 3875: 3874: 3846: 3840: 3839: 3831: 3825: 3824: 3818: 3810: 3782: 3776: 3775: 3765: 3759: 3758: 3742: 3732: 3723: 3713: 3707: 3706: 3686: 3677: 3676: 3659: 3653: 3647: 3558:Hypothesis tests 3450: 3448: 3447: 3442: 3440: 3438: 3437: 3428: 3427: 3418: 3413: 3411: 3410: 3401: 3400: 3391: 3382: 3380: 3379: 3374: 3372: 3371: 3362: 3361: 3348: 3343: 3330: 3329: 3320: 3319: 3306: 3301: 3282: 3280: 3279: 3274: 3269: 3266: 3261: 3251: 3246: 3237: 3232: 3230: 3229: 3220: 3219: 3210: 3195: 3193: 3192: 3187: 3185: 3184: 3179: 3175: 3167: 3121: 3119: 3118: 3113: 3101: 3099: 3098: 3093: 3091: 3090: 3074: 3072: 3071: 3066: 3054: 3052: 3051: 3046: 3034: 3032: 3031: 3026: 3011: 3009: 3008: 3003: 3001: 2999: 2995: 2994: 2975: 2971: 2970: 2951: 2946: 2944: 2940: 2939: 2924: 2923: 2901: 2897: 2896: 2881: 2880: 2858: 2850: 2849: 2837: 2836: 2803: 2801: 2800: 2795: 2780: 2778: 2777: 2772: 2767: 2766: 2751: 2750: 2723: 2722: 2707: 2706: 2675: 2673: 2672: 2667: 2665: 2664: 2648: 2646: 2645: 2640: 2638: 2637: 2617: 2615: 2614: 2609: 2607: 2606: 2588: 2586: 2585: 2580: 2560: 2558: 2557: 2552: 2550: 2549: 2528: 2526: 2525: 2520: 2518: 2517: 2501: 2499: 2498: 2493: 2481: 2479: 2478: 2473: 2471: 2470: 2454: 2452: 2451: 2446: 2444: 2443: 2408: 2406: 2405: 2400: 2385: 2383: 2382: 2377: 2358: 2356: 2355: 2350: 2339: 2321: 2319: 2318: 2313: 2302: 2291: 2290: 2282: 2278: 2276: 2265: 2258: 2254: 2246: 2237: 2233: 2232: 2224: 2204: 2202: 2201: 2196: 2181: 2179: 2178: 2173: 2168: 2164: 2163: 2161: 2150: 2137: 2136: 2127: 2126: 2118: 2106: 2104: 2103: 2098: 2093: 2085: 2080: 2068: 2066: 2065: 2060: 2044: 2042: 2041: 2036: 2024: 2022: 2021: 2016: 1996: 1994: 1993: 1988: 1986: 1985: 1977: 1941: 1939: 1938: 1933: 1928: 1924: 1923: 1915: 1902: 1901: 1892: 1891: 1881: 1876: 1861: 1853: 1848: 1840: 1828: 1826: 1825: 1820: 1818: 1817: 1799: 1798: 1786: 1785: 1770:, of the sample 1769: 1767: 1766: 1761: 1759: 1751: 1736: 1734: 1733: 1728: 1708: 1707: 1698: 1697: 1677: 1675: 1674: 1669: 1653: 1651: 1650: 1645: 1609: 1600:and variance of 1592: 1590: 1589: 1584: 1577: 1576: 1575: 1565: 1560: 1545: 1537: 1502: 1474: 1351: 1332: 1330: 1329: 1324: 1321: 1320: 1315: 1314: 1296: 1294: 1293: 1288: 1282: 1274: 1269: 1268: 1259: 1253: 1217: 1198: 1183: 1161:parametric model 1158: 1110: 1108: 1107: 1102: 1061: 1059: 1058: 1053: 1051: 1050: 1010: 1008: 1007: 1002: 960: 958: 957: 952: 918: 916: 915: 910: 905: 904: 880: 879: 804: 802: 801: 796: 791: 790: 766: 765: 723: 721: 720: 715: 713: 709: 708: 651: 647: 646: 547: 546: 498: 491: 490: 418: 417: 351: 349: 348: 343: 338: 337: 232:CramĂ©r–Rao bound 217: 215: 214: 209: 198: 197: 181: 179: 178: 173: 171: 169: 152: 142: 141: 135: 126: 44:CramĂ©r–Rao bound 21: 6561: 6560: 6556: 6555: 6554: 6552: 6551: 6550: 6536: 6535: 6534: 6529: 6492: 6463: 6425: 6362: 6348:quality control 6315: 6297:Clinical trials 6274: 6249: 6233: 6221:Hazard function 6215: 6169: 6131: 6115: 6078: 6074:Breusch–Godfrey 6062: 6039: 5979: 5954:Factor analysis 5900: 5881:Graphical model 5853: 5820: 5787: 5773: 5753: 5707: 5674: 5636: 5599: 5598: 5567: 5511: 5498: 5490: 5482: 5466: 5451: 5430:Rank statistics 5424: 5403:Model selection 5391: 5349:Goodness of fit 5343: 5320: 5294: 5266: 5219: 5164: 5153:Median unbiased 5081: 4992: 4925:Order statistic 4887: 4866: 4833: 4807: 4759: 4714: 4657: 4655:Data collection 4636: 4548: 4503: 4477: 4455: 4415: 4367: 4284:Continuous data 4274: 4261: 4243: 4238: 4195: 4179: 4173: 4157: 4154: 4152:Further reading 4149: 4143: 4127: 4121: 4108: 4104: 4099: 4098: 4091: 4074: 4073: 4069: 4061: 4057: 4048: 4044: 4035: 4034: 4030: 4011: 4010: 4006: 3998: 3994: 3984: 3983: 3979: 3964: 3943: 3942: 3938: 3931: 3916: 3915: 3911: 3904: 3883: 3882: 3878: 3863: 3848: 3847: 3843: 3833: 3832: 3828: 3811: 3799: 3784: 3783: 3779: 3767: 3766: 3762: 3755: 3734: 3733: 3726: 3714: 3710: 3688: 3687: 3680: 3661: 3660: 3656: 3648: 3641: 3636: 3613:Bayes estimator 3609: 3600: 3594: 3560: 3551: 3522: 3516: 3457: 3429: 3419: 3402: 3392: 3385: 3384: 3363: 3353: 3321: 3311: 3288: 3287: 3221: 3211: 3204: 3203: 3162: 3161: 3150: 3149: 3135: 3104: 3103: 3082: 3077: 3076: 3057: 3056: 3037: 3036: 3017: 3016: 2986: 2976: 2962: 2952: 2931: 2915: 2902: 2888: 2872: 2859: 2841: 2828: 2817: 2816: 2810: 2786: 2785: 2758: 2742: 2714: 2698: 2681: 2680: 2656: 2651: 2650: 2629: 2624: 2623: 2598: 2593: 2592: 2571: 2570: 2541: 2536: 2535: 2509: 2504: 2503: 2484: 2483: 2462: 2457: 2456: 2435: 2430: 2429: 2426: 2388: 2387: 2368: 2367: 2327: 2326: 2269: 2260: 2259: 2241: 2218: 2210: 2209: 2187: 2186: 2154: 2142: 2138: 2111: 2110: 2071: 2070: 2051: 2050: 2027: 2026: 2007: 2006: 1970: 1969: 1907: 1903: 1883: 1834: 1833: 1809: 1790: 1777: 1772: 1771: 1745: 1744: 1689: 1684: 1683: 1660: 1659: 1636: 1635: 1632: 1630:Example: Median 1620: 1605: /  1601: 1567: 1516: 1515: 1499: 1493: 1483: 1451: 1445: 1346: 1308: 1302: 1301: 1231: 1230: 1212: 1185: 1180: 1174: 1164: 1151: 1145: 1142: 1078: 1077: 1072:of a parameter 1042: 1013: 1012: 963: 962: 925: 924: 896: 871: 857: 856: 854: 843: 836: 825: 817: 811: 782: 757: 743: 742: 740: 733: 711: 710: 700: 649: 648: 638: 538: 496: 495: 482: 409: 381: 357: 356: 329: 288: 287: 248: 187: 186: 153: 127: 105: 104: 100:is defined as 80: 30:In statistics, 28: 23: 22: 15: 12: 11: 5: 6559: 6557: 6549: 6548: 6538: 6537: 6531: 6530: 6528: 6527: 6515: 6503: 6489: 6476: 6473: 6472: 6469: 6468: 6465: 6464: 6462: 6461: 6456: 6451: 6446: 6441: 6435: 6433: 6427: 6426: 6424: 6423: 6418: 6413: 6408: 6403: 6398: 6393: 6388: 6383: 6378: 6372: 6370: 6364: 6363: 6361: 6360: 6355: 6350: 6341: 6336: 6331: 6325: 6323: 6317: 6316: 6314: 6313: 6308: 6303: 6294: 6292:Bioinformatics 6288: 6286: 6276: 6275: 6270: 6263: 6262: 6259: 6258: 6255: 6254: 6251: 6250: 6248: 6247: 6241: 6239: 6235: 6234: 6232: 6231: 6225: 6223: 6217: 6216: 6214: 6213: 6208: 6203: 6198: 6192: 6190: 6181: 6175: 6174: 6171: 6170: 6168: 6167: 6162: 6157: 6152: 6147: 6141: 6139: 6133: 6132: 6130: 6129: 6124: 6119: 6111: 6106: 6101: 6100: 6099: 6097:partial (PACF) 6088: 6086: 6080: 6079: 6077: 6076: 6071: 6066: 6058: 6053: 6047: 6045: 6044:Specific tests 6041: 6040: 6038: 6037: 6032: 6027: 6022: 6017: 6012: 6007: 6002: 5996: 5994: 5987: 5981: 5980: 5978: 5977: 5976: 5975: 5974: 5973: 5958: 5957: 5956: 5946: 5944:Classification 5941: 5936: 5931: 5926: 5921: 5916: 5910: 5908: 5902: 5901: 5899: 5898: 5893: 5891:McNemar's test 5888: 5883: 5878: 5873: 5867: 5865: 5855: 5854: 5837: 5830: 5829: 5826: 5825: 5822: 5821: 5819: 5818: 5813: 5808: 5803: 5797: 5795: 5789: 5788: 5786: 5785: 5769: 5763: 5761: 5755: 5754: 5752: 5751: 5746: 5741: 5736: 5731: 5729:Semiparametric 5726: 5721: 5715: 5713: 5709: 5708: 5706: 5705: 5700: 5695: 5690: 5684: 5682: 5676: 5675: 5673: 5672: 5667: 5662: 5657: 5652: 5646: 5644: 5638: 5637: 5635: 5634: 5629: 5624: 5619: 5613: 5611: 5601: 5600: 5597: 5596: 5591: 5585: 5584: 5577: 5576: 5573: 5572: 5569: 5568: 5566: 5565: 5564: 5563: 5553: 5548: 5543: 5542: 5541: 5536: 5525: 5523: 5517: 5516: 5513: 5512: 5510: 5509: 5504: 5503: 5502: 5494: 5486: 5470: 5467:(Mann–Whitney) 5462: 5461: 5460: 5447: 5446: 5445: 5434: 5432: 5426: 5425: 5423: 5422: 5421: 5420: 5415: 5410: 5400: 5395: 5392:(Shapiro–Wilk) 5387: 5382: 5377: 5372: 5367: 5359: 5353: 5351: 5345: 5344: 5342: 5341: 5333: 5324: 5312: 5306: 5304:Specific tests 5300: 5299: 5296: 5295: 5293: 5292: 5287: 5282: 5276: 5274: 5268: 5267: 5265: 5264: 5259: 5258: 5257: 5247: 5246: 5245: 5235: 5229: 5227: 5221: 5220: 5218: 5217: 5216: 5215: 5210: 5200: 5195: 5190: 5185: 5180: 5174: 5172: 5166: 5165: 5163: 5162: 5157: 5156: 5155: 5150: 5149: 5148: 5143: 5128: 5127: 5126: 5121: 5116: 5111: 5100: 5098: 5089: 5083: 5082: 5080: 5079: 5074: 5069: 5068: 5067: 5057: 5052: 5051: 5050: 5040: 5039: 5038: 5033: 5028: 5018: 5013: 5008: 5007: 5006: 5001: 4996: 4980: 4979: 4978: 4973: 4968: 4958: 4957: 4956: 4951: 4941: 4940: 4939: 4929: 4928: 4927: 4917: 4912: 4907: 4901: 4899: 4889: 4888: 4883: 4876: 4875: 4872: 4871: 4868: 4867: 4865: 4864: 4859: 4854: 4849: 4843: 4841: 4835: 4834: 4832: 4831: 4826: 4821: 4815: 4813: 4809: 4808: 4806: 4805: 4800: 4795: 4790: 4785: 4780: 4775: 4769: 4767: 4761: 4760: 4758: 4757: 4755:Standard error 4752: 4747: 4742: 4741: 4740: 4735: 4724: 4722: 4716: 4715: 4713: 4712: 4707: 4702: 4697: 4692: 4687: 4685:Optimal design 4682: 4677: 4671: 4669: 4659: 4658: 4653: 4646: 4645: 4642: 4641: 4638: 4637: 4635: 4634: 4629: 4624: 4619: 4614: 4609: 4604: 4599: 4594: 4589: 4584: 4579: 4574: 4569: 4564: 4558: 4556: 4550: 4549: 4547: 4546: 4541: 4540: 4539: 4534: 4524: 4519: 4513: 4511: 4505: 4504: 4502: 4501: 4496: 4491: 4485: 4483: 4482:Summary tables 4479: 4478: 4476: 4475: 4469: 4467: 4461: 4460: 4457: 4456: 4454: 4453: 4452: 4451: 4446: 4441: 4431: 4425: 4423: 4417: 4416: 4414: 4413: 4408: 4403: 4398: 4393: 4388: 4383: 4377: 4375: 4369: 4368: 4366: 4365: 4360: 4355: 4354: 4353: 4348: 4343: 4338: 4333: 4328: 4323: 4318: 4316:Contraharmonic 4313: 4308: 4297: 4295: 4286: 4276: 4275: 4270: 4263: 4262: 4260: 4259: 4254: 4248: 4245: 4244: 4239: 4237: 4236: 4229: 4222: 4214: 4208: 4207: 4193: 4177: 4171: 4153: 4150: 4148: 4147: 4141: 4125: 4119: 4105: 4103: 4100: 4097: 4096: 4089: 4067: 4055: 4049:Arcones M. A. 4042: 4028: 4004: 4002:, p. 321. 3992: 3977: 3962: 3936: 3929: 3909: 3902: 3876: 3861: 3841: 3826: 3797: 3777: 3760: 3754:978-1852338961 3753: 3724: 3708: 3678: 3654: 3652:, p. 128. 3638: 3637: 3635: 3632: 3631: 3630: 3625: 3620: 3615: 3608: 3605: 3598:Optimal design 3593: 3590: 3562:For comparing 3559: 3556: 3550: 3547: 3515: 3512: 3456: 3453: 3436: 3432: 3426: 3422: 3416: 3409: 3405: 3399: 3395: 3370: 3366: 3360: 3356: 3352: 3347: 3342: 3338: 3333: 3328: 3324: 3318: 3314: 3310: 3305: 3300: 3296: 3284: 3283: 3272: 3265: 3260: 3256: 3250: 3245: 3241: 3235: 3228: 3224: 3218: 3214: 3197: 3196: 3183: 3178: 3173: 3170: 3165: 3160: 3157: 3134: 3131: 3111: 3089: 3085: 3064: 3044: 3024: 3013: 3012: 2998: 2993: 2989: 2985: 2982: 2979: 2974: 2969: 2965: 2961: 2958: 2955: 2949: 2943: 2938: 2934: 2930: 2927: 2922: 2918: 2914: 2911: 2908: 2905: 2900: 2895: 2891: 2887: 2884: 2879: 2875: 2871: 2868: 2865: 2862: 2856: 2853: 2848: 2844: 2840: 2835: 2831: 2827: 2824: 2809: 2806: 2793: 2784:holds for all 2782: 2781: 2770: 2765: 2761: 2757: 2754: 2749: 2745: 2741: 2738: 2735: 2732: 2729: 2726: 2721: 2717: 2713: 2710: 2705: 2701: 2697: 2694: 2691: 2688: 2663: 2659: 2636: 2632: 2620: 2619: 2605: 2601: 2589: 2578: 2548: 2544: 2516: 2512: 2491: 2469: 2465: 2442: 2438: 2425: 2422: 2398: 2395: 2375: 2348: 2345: 2342: 2338: 2334: 2323: 2322: 2311: 2308: 2305: 2301: 2297: 2294: 2289: 2286: 2281: 2275: 2272: 2268: 2263: 2257: 2252: 2249: 2244: 2240: 2236: 2230: 2227: 2221: 2217: 2194: 2183: 2182: 2171: 2167: 2160: 2157: 2153: 2148: 2145: 2141: 2135: 2130: 2124: 2121: 2096: 2092: 2089: 2084: 2079: 2058: 2034: 2014: 2005:estimator for 1997:. This is an 1983: 1980: 1951:standard error 1943: 1942: 1931: 1927: 1921: 1918: 1913: 1910: 1906: 1900: 1895: 1890: 1886: 1880: 1875: 1872: 1869: 1865: 1859: 1856: 1851: 1846: 1843: 1816: 1812: 1808: 1805: 1802: 1797: 1793: 1789: 1784: 1780: 1757: 1754: 1726: 1723: 1720: 1717: 1714: 1711: 1706: 1701: 1696: 1692: 1667: 1643: 1631: 1628: 1619: 1616: 1594: 1593: 1582: 1574: 1570: 1564: 1559: 1556: 1553: 1549: 1543: 1540: 1535: 1532: 1529: 1526: 1523: 1497: 1491: 1449: 1403: 1402: 1399:loss functions 1395: 1368: 1319: 1313: 1298: 1297: 1286: 1281: 1278: 1273: 1267: 1258: 1252: 1248: 1244: 1241: 1238: 1178: 1172: 1149: 1141: 1138: 1100: 1097: 1094: 1091: 1088: 1085: 1049: 1045: 1041: 1038: 1035: 1032: 1029: 1026: 1023: 1020: 1000: 997: 994: 991: 988: 985: 982: 979: 976: 973: 970: 950: 947: 944: 941: 938: 935: 932: 908: 903: 899: 895: 892: 889: 886: 883: 878: 874: 870: 867: 864: 852: 841: 834: 828:more efficient 823: 815: 809: 794: 789: 785: 781: 778: 775: 772: 769: 764: 760: 756: 753: 750: 738: 731: 725: 724: 707: 703: 699: 696: 693: 690: 687: 684: 681: 678: 675: 672: 669: 666: 663: 660: 657: 654: 652: 650: 645: 641: 637: 634: 631: 628: 625: 622: 619: 616: 613: 610: 607: 604: 601: 598: 595: 592: 589: 586: 583: 580: 577: 574: 571: 568: 565: 562: 559: 556: 553: 550: 545: 541: 537: 534: 531: 528: 525: 522: 519: 516: 513: 510: 507: 504: 501: 499: 497: 494: 489: 485: 481: 478: 475: 472: 469: 466: 463: 460: 457: 454: 451: 448: 445: 442: 439: 436: 433: 430: 427: 424: 421: 416: 412: 408: 405: 402: 399: 396: 393: 390: 387: 384: 382: 380: 377: 374: 371: 368: 365: 364: 341: 336: 332: 328: 325: 322: 319: 316: 313: 310: 307: 304: 301: 298: 295: 247: 244: 207: 204: 201: 196: 183: 182: 168: 165: 162: 159: 156: 151: 148: 145: 140: 134: 130: 124: 121: 118: 115: 112: 79: 76: 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 6558: 6547: 6544: 6543: 6541: 6526: 6525: 6516: 6514: 6513: 6504: 6502: 6501: 6496: 6490: 6488: 6487: 6478: 6477: 6474: 6460: 6457: 6455: 6454:Geostatistics 6452: 6450: 6447: 6445: 6442: 6440: 6437: 6436: 6434: 6432: 6428: 6422: 6421:Psychometrics 6419: 6417: 6414: 6412: 6409: 6407: 6404: 6402: 6399: 6397: 6394: 6392: 6389: 6387: 6384: 6382: 6379: 6377: 6374: 6373: 6371: 6369: 6365: 6359: 6356: 6354: 6351: 6349: 6345: 6342: 6340: 6337: 6335: 6332: 6330: 6327: 6326: 6324: 6322: 6318: 6312: 6309: 6307: 6304: 6302: 6298: 6295: 6293: 6290: 6289: 6287: 6285: 6284:Biostatistics 6281: 6277: 6273: 6268: 6264: 6246: 6245:Log-rank test 6243: 6242: 6240: 6236: 6230: 6227: 6226: 6224: 6222: 6218: 6212: 6209: 6207: 6204: 6202: 6199: 6197: 6194: 6193: 6191: 6189: 6185: 6182: 6180: 6176: 6166: 6163: 6161: 6158: 6156: 6153: 6151: 6148: 6146: 6143: 6142: 6140: 6138: 6134: 6128: 6125: 6123: 6120: 6118: 6116:(Box–Jenkins) 6112: 6110: 6107: 6105: 6102: 6098: 6095: 6094: 6093: 6090: 6089: 6087: 6085: 6081: 6075: 6072: 6070: 6069:Durbin–Watson 6067: 6065: 6059: 6057: 6054: 6052: 6051:Dickey–Fuller 6049: 6048: 6046: 6042: 6036: 6033: 6031: 6028: 6026: 6025:Cointegration 6023: 6021: 6018: 6016: 6013: 6011: 6008: 6006: 6003: 6001: 6000:Decomposition 5998: 5997: 5995: 5991: 5988: 5986: 5982: 5972: 5969: 5968: 5967: 5964: 5963: 5962: 5959: 5955: 5952: 5951: 5950: 5947: 5945: 5942: 5940: 5937: 5935: 5932: 5930: 5927: 5925: 5922: 5920: 5917: 5915: 5912: 5911: 5909: 5907: 5903: 5897: 5894: 5892: 5889: 5887: 5884: 5882: 5879: 5877: 5874: 5872: 5871:Cohen's kappa 5869: 5868: 5866: 5864: 5860: 5856: 5852: 5848: 5844: 5840: 5835: 5831: 5817: 5814: 5812: 5809: 5807: 5804: 5802: 5799: 5798: 5796: 5794: 5790: 5784: 5780: 5776: 5770: 5768: 5765: 5764: 5762: 5760: 5756: 5750: 5747: 5745: 5742: 5740: 5737: 5735: 5732: 5730: 5727: 5725: 5724:Nonparametric 5722: 5720: 5717: 5716: 5714: 5710: 5704: 5701: 5699: 5696: 5694: 5691: 5689: 5686: 5685: 5683: 5681: 5677: 5671: 5668: 5666: 5663: 5661: 5658: 5656: 5653: 5651: 5648: 5647: 5645: 5643: 5639: 5633: 5630: 5628: 5625: 5623: 5620: 5618: 5615: 5614: 5612: 5610: 5606: 5602: 5595: 5592: 5590: 5587: 5586: 5582: 5578: 5562: 5559: 5558: 5557: 5554: 5552: 5549: 5547: 5544: 5540: 5537: 5535: 5532: 5531: 5530: 5527: 5526: 5524: 5522: 5518: 5508: 5505: 5501: 5495: 5493: 5487: 5485: 5479: 5478: 5477: 5474: 5473:Nonparametric 5471: 5469: 5463: 5459: 5456: 5455: 5454: 5448: 5444: 5443:Sample median 5441: 5440: 5439: 5436: 5435: 5433: 5431: 5427: 5419: 5416: 5414: 5411: 5409: 5406: 5405: 5404: 5401: 5399: 5396: 5394: 5388: 5386: 5383: 5381: 5378: 5376: 5373: 5371: 5368: 5366: 5364: 5360: 5358: 5355: 5354: 5352: 5350: 5346: 5340: 5338: 5334: 5332: 5330: 5325: 5323: 5318: 5314: 5313: 5310: 5307: 5305: 5301: 5291: 5288: 5286: 5283: 5281: 5278: 5277: 5275: 5273: 5269: 5263: 5260: 5256: 5253: 5252: 5251: 5248: 5244: 5241: 5240: 5239: 5236: 5234: 5231: 5230: 5228: 5226: 5222: 5214: 5211: 5209: 5206: 5205: 5204: 5201: 5199: 5196: 5194: 5191: 5189: 5186: 5184: 5181: 5179: 5176: 5175: 5173: 5171: 5167: 5161: 5158: 5154: 5151: 5147: 5144: 5142: 5139: 5138: 5137: 5134: 5133: 5132: 5129: 5125: 5122: 5120: 5117: 5115: 5112: 5110: 5107: 5106: 5105: 5102: 5101: 5099: 5097: 5093: 5090: 5088: 5084: 5078: 5075: 5073: 5070: 5066: 5063: 5062: 5061: 5058: 5056: 5053: 5049: 5048:loss function 5046: 5045: 5044: 5041: 5037: 5034: 5032: 5029: 5027: 5024: 5023: 5022: 5019: 5017: 5014: 5012: 5009: 5005: 5002: 5000: 4997: 4995: 4989: 4986: 4985: 4984: 4981: 4977: 4974: 4972: 4969: 4967: 4964: 4963: 4962: 4959: 4955: 4952: 4950: 4947: 4946: 4945: 4942: 4938: 4935: 4934: 4933: 4930: 4926: 4923: 4922: 4921: 4918: 4916: 4913: 4911: 4908: 4906: 4903: 4902: 4900: 4898: 4894: 4890: 4886: 4881: 4877: 4863: 4860: 4858: 4855: 4853: 4850: 4848: 4845: 4844: 4842: 4840: 4836: 4830: 4827: 4825: 4822: 4820: 4817: 4816: 4814: 4810: 4804: 4801: 4799: 4796: 4794: 4791: 4789: 4786: 4784: 4781: 4779: 4776: 4774: 4771: 4770: 4768: 4766: 4762: 4756: 4753: 4751: 4750:Questionnaire 4748: 4746: 4743: 4739: 4736: 4734: 4731: 4730: 4729: 4726: 4725: 4723: 4721: 4717: 4711: 4708: 4706: 4703: 4701: 4698: 4696: 4693: 4691: 4688: 4686: 4683: 4681: 4678: 4676: 4673: 4672: 4670: 4668: 4664: 4660: 4656: 4651: 4647: 4633: 4630: 4628: 4625: 4623: 4620: 4618: 4615: 4613: 4610: 4608: 4605: 4603: 4600: 4598: 4595: 4593: 4590: 4588: 4585: 4583: 4580: 4578: 4577:Control chart 4575: 4573: 4570: 4568: 4565: 4563: 4560: 4559: 4557: 4555: 4551: 4545: 4542: 4538: 4535: 4533: 4530: 4529: 4528: 4525: 4523: 4520: 4518: 4515: 4514: 4512: 4510: 4506: 4500: 4497: 4495: 4492: 4490: 4487: 4486: 4484: 4480: 4474: 4471: 4470: 4468: 4466: 4462: 4450: 4447: 4445: 4442: 4440: 4437: 4436: 4435: 4432: 4430: 4427: 4426: 4424: 4422: 4418: 4412: 4409: 4407: 4404: 4402: 4399: 4397: 4394: 4392: 4389: 4387: 4384: 4382: 4379: 4378: 4376: 4374: 4370: 4364: 4361: 4359: 4356: 4352: 4349: 4347: 4344: 4342: 4339: 4337: 4334: 4332: 4329: 4327: 4324: 4322: 4319: 4317: 4314: 4312: 4309: 4307: 4304: 4303: 4302: 4299: 4298: 4296: 4294: 4290: 4287: 4285: 4281: 4277: 4273: 4268: 4264: 4258: 4255: 4253: 4250: 4249: 4246: 4242: 4235: 4230: 4228: 4223: 4221: 4216: 4215: 4212: 4204: 4200: 4196: 4194:3-11-013863-8 4190: 4186: 4182: 4178: 4174: 4172:0-387-98502-6 4168: 4164: 4160: 4159:Lehmann, E.L. 4156: 4155: 4151: 4144: 4138: 4134: 4130: 4126: 4122: 4120:0-521-81099-X 4116: 4112: 4107: 4106: 4101: 4092: 4090:0-19-920613-9 4086: 4081: 4080: 4071: 4068: 4065: 4059: 4056: 4052: 4046: 4043: 4038: 4032: 4029: 4025: 4021: 4020: 4015: 4008: 4005: 4001: 3996: 3993: 3988: 3981: 3978: 3973: 3969: 3965: 3963:9780495110811 3959: 3955: 3950: 3949: 3940: 3937: 3932: 3926: 3922: 3921: 3913: 3910: 3905: 3899: 3895: 3890: 3889: 3880: 3877: 3872: 3868: 3864: 3858: 3854: 3853: 3845: 3842: 3837: 3830: 3827: 3822: 3816: 3808: 3804: 3800: 3794: 3790: 3789: 3781: 3778: 3773: 3772: 3764: 3761: 3756: 3750: 3746: 3741: 3740: 3731: 3729: 3725: 3721: 3717: 3712: 3709: 3704: 3700: 3696: 3692: 3685: 3683: 3679: 3675: 3671: 3670: 3665: 3658: 3655: 3651: 3646: 3644: 3640: 3633: 3629: 3626: 3624: 3621: 3619: 3616: 3614: 3611: 3610: 3606: 3604: 3599: 3591: 3589: 3587: 3583: 3579: 3575: 3571: 3569: 3565: 3557: 3555: 3548: 3546: 3544: 3540: 3535: 3532: 3528: 3521: 3513: 3511: 3509: 3505: 3501: 3497: 3493: 3489: 3485: 3481: 3477: 3474: 3470: 3466: 3462: 3454: 3452: 3434: 3430: 3424: 3420: 3414: 3407: 3403: 3397: 3393: 3368: 3364: 3358: 3354: 3350: 3345: 3340: 3336: 3331: 3326: 3322: 3316: 3312: 3308: 3303: 3298: 3294: 3270: 3263: 3258: 3254: 3248: 3243: 3239: 3233: 3226: 3222: 3216: 3212: 3202: 3201: 3200: 3181: 3176: 3171: 3168: 3163: 3158: 3155: 3148: 3147: 3146: 3144: 3140: 3132: 3130: 3128: 3123: 3109: 3087: 3083: 3062: 3042: 3022: 2991: 2987: 2980: 2977: 2967: 2963: 2956: 2953: 2947: 2936: 2928: 2925: 2920: 2916: 2906: 2893: 2885: 2882: 2877: 2873: 2863: 2854: 2846: 2842: 2838: 2833: 2829: 2822: 2815: 2814: 2813: 2807: 2805: 2791: 2763: 2755: 2752: 2747: 2743: 2733: 2727: 2719: 2711: 2708: 2703: 2699: 2689: 2679: 2678: 2677: 2661: 2657: 2634: 2630: 2603: 2599: 2590: 2576: 2568: 2564: 2563: 2562: 2546: 2542: 2534: 2533: 2514: 2510: 2489: 2467: 2463: 2440: 2436: 2423: 2421: 2419: 2415: 2410: 2396: 2393: 2373: 2365: 2360: 2346: 2343: 2340: 2336: 2332: 2309: 2306: 2303: 2299: 2295: 2292: 2287: 2284: 2279: 2273: 2270: 2266: 2261: 2255: 2250: 2247: 2242: 2238: 2234: 2228: 2225: 2219: 2215: 2208: 2207: 2206: 2192: 2169: 2165: 2158: 2155: 2151: 2146: 2143: 2139: 2128: 2122: 2119: 2109: 2108: 2107: 2094: 2090: 2087: 2082: 2077: 2069:and variance 2056: 2048: 2032: 2025:. For large 2012: 2004: 2000: 1981: 1978: 1967: 1966:sample median 1962: 1960: 1956: 1952: 1948: 1929: 1925: 1919: 1916: 1911: 1908: 1904: 1893: 1888: 1884: 1878: 1873: 1870: 1867: 1863: 1857: 1854: 1849: 1841: 1832: 1831: 1830: 1829:, defined as 1814: 1810: 1806: 1803: 1800: 1795: 1791: 1787: 1782: 1778: 1752: 1742: 1737: 1724: 1718: 1715: 1712: 1699: 1694: 1690: 1681: 1665: 1657: 1654:drawn from a 1641: 1629: 1627: 1625: 1617: 1615: 1613: 1608: 1604: 1599: 1580: 1572: 1568: 1562: 1557: 1554: 1551: 1547: 1541: 1538: 1533: 1527: 1521: 1514: 1513: 1512: 1510: 1506: 1500: 1490: 1486: 1481: 1478: 1472: 1468: 1464: 1460: 1456: 1452: 1443: 1438: 1436: 1432: 1428: 1424: 1420: 1417:), parameter 1416: 1412: 1408: 1400: 1396: 1393: 1389: 1385: 1381: 1377: 1373: 1369: 1366: 1362: 1361: 1360: 1357: 1355: 1349: 1344: 1340: 1336: 1317: 1284: 1279: 1276: 1271: 1256: 1246: 1239: 1236: 1229: 1228: 1227: 1225: 1221: 1216: 1210: 1206: 1202: 1196: 1192: 1188: 1181: 1171: 1167: 1162: 1156: 1152: 1139: 1137: 1134: 1132: 1127: 1125: 1121: 1117: 1112: 1098: 1095: 1089: 1083: 1075: 1071: 1068: 1063: 1047: 1039: 1036: 1030: 1024: 995: 989: 986: 983: 977: 971: 968: 948: 945: 939: 933: 922: 901: 897: 890: 887: 884: 876: 872: 865: 862: 851: 847: 840: 833: 829: 822: 818: 808: 787: 783: 776: 773: 770: 762: 758: 751: 748: 737: 730: 727:An estimator 705: 697: 694: 688: 682: 673: 667: 661: 658: 655: 653: 643: 635: 632: 626: 620: 611: 605: 602: 596: 590: 575: 569: 566: 563: 557: 554: 551: 543: 532: 526: 520: 517: 508: 502: 500: 487: 479: 476: 470: 464: 458: 452: 446: 440: 437: 428: 422: 414: 406: 403: 400: 391: 385: 383: 375: 369: 366: 355: 354: 353: 334: 326: 323: 320: 311: 308: 302: 296: 293: 286:is the value 285: 281: 277: 271: 269: 265: 261: 260:loss function 257: 253: 245: 243: 241: 237: 233: 229: 225: 221: 202: 163: 157: 154: 146: 132: 128: 122: 116: 110: 103: 102: 101: 99: 96: 92: 88: 85: 77: 75: 73: 68: 63: 61: 57: 53: 49: 45: 41: 37: 33: 19: 6522: 6510: 6491: 6484: 6396:Econometrics 6346: / 6329:Chemometrics 6306:Epidemiology 6299: / 6272:Applications 6114:ARIMA model 6061:Q-statistic 6010:Stationarity 5906:Multivariate 5849: / 5845: / 5843:Multivariate 5841: / 5781: / 5777: / 5551:Bayes factor 5450:Signed rank 5362: 5336: 5328: 5316: 5054: 5011:Completeness 4847:Cohort study 4745:Opinion poll 4680:Missing data 4667:Study design 4622:Scatter plot 4544:Scatter plot 4537:Spearman's ρ 4499:Grouped data 4184: 4162: 4132: 4110: 4078: 4070: 4058: 4045: 4031: 4017: 4007: 4000:Everitt 2002 3995: 3986: 3980: 3947: 3939: 3919: 3912: 3887: 3879: 3851: 3844: 3835: 3829: 3787: 3780: 3770: 3763: 3738: 3716:Everitt 2002 3711: 3694: 3690: 3667: 3657: 3650:Everitt 2002 3601: 3588:procedures. 3572: 3561: 3552: 3539:L-estimators 3536: 3531:M-estimators 3523: 3496:trimmed mean 3491: 3487: 3483: 3479: 3475: 3472: 3468: 3458: 3286:Now because 3285: 3198: 3136: 3124: 3014: 2811: 2783: 2621: 2530: 2427: 2411: 2361: 2324: 2184: 1963: 1946: 1944: 1738: 1633: 1621: 1606: 1602: 1597: 1595: 1504: 1495: 1488: 1484: 1476: 1470: 1466: 1462: 1458: 1454: 1447: 1439: 1426: 1418: 1414: 1406: 1404: 1388:inadmissible 1358: 1347: 1342: 1338: 1299: 1218:), then the 1214: 1204: 1194: 1190: 1186: 1176: 1169: 1165: 1154: 1147: 1143: 1135: 1128: 1119: 1113: 1073: 1064: 920: 849: 845: 838: 831: 827: 820: 813: 806: 735: 728: 726: 283: 279: 275: 272: 251: 249: 239: 235: 227: 223: 184: 97: 90: 81: 71: 66: 64: 47: 31: 29: 6524:WikiProject 6439:Cartography 6401:Jurimetrics 6353:Reliability 6084:Time domain 6063:(Ljung–Box) 5985:Time-series 5863:Categorical 5847:Time-series 5839:Categorical 5774:(Bernoulli) 5609:Correlation 5589:Correlation 5385:Jarque–Bera 5357:Chi-squared 5119:M-estimator 5072:Asymptotics 5016:Sufficiency 4783:Interaction 4695:Replication 4675:Effect size 4632:Violin plot 4612:Radar chart 4592:Forest plot 4582:Correlogram 4532:Kendall's τ 3697:: 309–368. 3603:objective. 3508:heavy tails 2529:is said to 1741:sample mean 1509:sample mean 1384:sample mean 1222:states the 6391:Demography 6109:ARMA model 5914:Regression 5491:(Friedman) 5452:(Wilcoxon) 5390:Normality 5380:Lilliefors 5327:Student's 5203:Resampling 5077:Robustness 5065:divergence 5055:Efficiency 4993:(monotone) 4988:Likelihood 4905:Population 4738:Stratified 4690:Population 4509:Dependence 4465:Count data 4396:Percentile 4373:Dispersion 4306:Arithmetic 4241:Statistics 4102:References 3903:052100618X 3718:, p.  3502:, such as 3455:Robustness 2649:dominates 2622:Formally, 2364:asymptotic 2049:with mean 2003:consistent 1507:using the 1211:(that is, 78:Estimators 32:efficiency 5772:Logistic 5539:posterior 5465:Rank sum 5213:Jackknife 5208:Bootstrap 5026:Bootstrap 4961:Parameter 4910:Statistic 4705:Statistic 4617:Run chart 4602:Pie chart 4597:Histogram 4587:Fan chart 4562:Bar chart 4444:L-moments 4331:Geometric 4024:EMS Press 3972:183886598 3871:726074601 3815:cite book 3807:851161356 3674:EMS Press 3478:) and 2% 3365:σ 3323:σ 3172:μ 3169:σ 3159:≡ 3110:θ 3043:θ 3015:Although 2981:⁡ 2957:⁡ 2929:θ 2926:− 2907:⁡ 2886:θ 2883:− 2864:⁡ 2792:θ 2756:θ 2753:− 2734:⁡ 2728:≤ 2712:θ 2709:− 2690:⁡ 2577:θ 2490:θ 2344:≈ 2333:π 2307:≈ 2304:π 2285:− 2267:π 2229:~ 2152:π 2144:μ 2129:∼ 2123:~ 2078:π 2057:μ 2013:μ 1982:~ 1909:μ 1894:∼ 1864:∑ 1845:¯ 1804:… 1756:¯ 1713:μ 1700:∼ 1678:and unit 1666:μ 1548:∑ 1318:θ 1277:− 1272:θ 1257:≥ 1240:⁡ 1201:estimator 1070:estimator 1040:θ 1037:− 1025:⁡ 1011:, as the 990:⁡ 972:⁡ 949:θ 934:⁡ 891:⁡ 866:⁡ 777:⁡ 752:⁡ 698:θ 695:− 683:⁡ 662:⁡ 636:θ 633:− 621:⁡ 606:θ 603:− 591:⁡ 567:− 527:⁡ 521:− 509:⁡ 480:θ 477:− 465:⁡ 447:⁡ 441:− 429:⁡ 407:θ 404:− 392:⁡ 370:⁡ 327:θ 324:− 297:⁡ 264:quadratic 256:estimator 203:θ 158:⁡ 147:θ 95:parameter 87:estimator 36:estimator 6540:Category 6486:Category 6179:Survival 6056:Johansen 5779:Binomial 5734:Isotonic 5321:(normal) 4966:location 4773:Blocking 4728:Sampling 4607:Q–Q plot 4572:Box plot 4554:Graphics 4449:Skewness 4439:Kurtosis 4411:Variance 4341:Heronian 4336:Harmonic 4131:(1998). 4053:preprint 3607:See also 3504:skewness 3383:we have 3145:, i.e., 2532:dominate 2414:outliers 2205:is thus 1999:unbiased 1682:, i.e., 1680:variance 1658:of mean 1431:binomial 1372:unbiased 1224:variance 1209:unbiased 1144:Suppose 1118:for all 1076:attains 1067:unbiased 84:unbiased 62:sense. 56:deviance 52:variance 6512:Commons 6459:Kriging 6344:Process 6301:studies 6160:Wavelet 5993:General 5160:Plug-in 4954:L space 4733:Cluster 4434:Moments 4252:Outline 4203:1291393 2502:, then 1429:in the 1421:of the 1409:of the 1333:is the 1159:} is a 855:, i.e. 846:smaller 242:) ≀ 1. 218:is the 93:, of a 60:L2 norm 6381:Census 5971:Normal 5919:Manova 5739:Robust 5489:2-way 5481:1-way 5319:-test 4990:  4567:Biplot 4358:Median 4351:Lehmer 4293:Center 4201:  4191:  4169:  4139:  4117:  4087:  3970:  3960:  3927:  3900:  3869:  3859:  3805:  3795:  3751:  3747:–305. 3701:  1578:  1300:where 1260:  1254:  1199:be an 1122:. The 1120:θ 1074:θ 1065:If an 254:is an 185:where 98:θ 46:. An 6005:Trend 5534:prior 5476:anova 5365:-test 5339:-test 5331:-test 5238:Power 5183:Pivot 4976:shape 4971:scale 4421:Shape 4401:Range 4346:Heinz 4321:Cubic 4257:Index 3703:91208 3699:JSTOR 3634:Notes 3568:power 2310:0.64. 1494:, 
, 1386:, is 1175:, 
, 830:than 6238:Test 5438:Sign 5290:Wald 4363:Mode 4301:Mean 4189:ISBN 4167:ISBN 4137:ISBN 4115:ISBN 4085:ISBN 3968:OCLC 3958:ISBN 3925:ISBN 3898:ISBN 3867:OCLC 3857:ISBN 3821:link 3803:OCLC 3793:ISBN 3749:ISBN 3580:(or 3576:and 2565:its 2561:if: 2455:and 2347:1.57 2001:and 1739:The 1465:) | 1213:E = 1163:and 1157:∈ Θ 885:> 812:and 771:< 65:The 5418:BIC 5413:AIC 3954:445 3894:165 3745:303 3720:128 3695:222 3506:or 2978:var 2954:var 2676:if 2428:If 2420:). 1487:= ( 1433:or 1350:∈ Θ 1237:var 1168:= ( 987:var 969:MSE 888:var 863:var 844:is 826:is 774:MSE 749:MSE 741:if 659:var 367:MSE 294:MSE 250:An 155:var 6542:: 4199:MR 4197:. 4022:, 4016:, 3966:. 3956:. 3896:. 3865:. 3817:}} 3813:{{ 3801:. 3727:^ 3693:. 3681:^ 3672:, 3666:, 3642:^ 3570:. 3492:ÎŒ. 3486:10 3484:ÎŒ, 3473:ÎŒ, 3122:. 1968:, 1743:, 1473:}. 1469:∈ 1461:, 1453:= 1446:{ 1437:. 1189:= 1153:| 1146:{ 89:, 5363:G 5337:F 5329:t 5317:Z 5036:V 5031:U 4233:e 4226:t 4219:v 4205:. 4175:. 4145:. 4123:. 4093:. 4039:. 3974:. 3933:. 3906:. 3873:. 3823:) 3809:. 3757:. 3722:. 3705:. 3488:σ 3482:( 3480:N 3476:σ 3471:( 3469:N 3435:2 3431:n 3425:1 3421:n 3415:= 3408:2 3404:e 3398:1 3394:e 3369:2 3359:2 3355:n 3351:= 3346:2 3341:2 3337:s 3332:, 3327:2 3317:1 3313:n 3309:= 3304:2 3299:1 3295:s 3271:. 3264:2 3259:2 3255:s 3249:2 3244:1 3240:s 3234:= 3227:2 3223:e 3217:1 3213:e 3182:2 3177:) 3164:( 3156:e 3088:1 3084:T 3063:e 3023:e 2997:) 2992:1 2988:T 2984:( 2973:) 2968:2 2964:T 2960:( 2948:= 2942:] 2937:2 2933:) 2921:1 2917:T 2913:( 2910:[ 2904:E 2899:] 2894:2 2890:) 2878:2 2874:T 2870:( 2867:[ 2861:E 2855:= 2852:) 2847:2 2843:T 2839:, 2834:1 2830:T 2826:( 2823:e 2769:] 2764:2 2760:) 2748:2 2744:T 2740:( 2737:[ 2731:E 2725:] 2720:2 2716:) 2704:1 2700:T 2696:( 2693:[ 2687:E 2662:2 2658:T 2635:1 2631:T 2604:2 2600:T 2547:2 2543:T 2515:1 2511:T 2468:2 2464:T 2441:1 2437:T 2397:, 2394:N 2374:N 2341:2 2337:/ 2300:/ 2296:2 2293:= 2288:1 2280:) 2274:N 2271:2 2262:( 2256:) 2251:N 2248:1 2243:( 2239:= 2235:) 2226:X 2220:( 2216:e 2193:N 2170:. 2166:) 2159:N 2156:2 2147:, 2140:( 2134:N 2120:X 2095:, 2091:N 2088:2 2083:/ 2033:N 1979:X 1947:N 1930:. 1926:) 1920:N 1917:1 1912:, 1905:( 1899:N 1889:n 1885:X 1879:N 1874:1 1871:= 1868:n 1858:N 1855:1 1850:= 1842:X 1815:N 1811:X 1807:, 1801:, 1796:2 1792:X 1788:, 1783:1 1779:X 1753:X 1725:. 1722:) 1719:1 1716:, 1710:( 1705:N 1695:n 1691:X 1642:N 1607:n 1603:σ 1598:Ξ 1581:. 1573:i 1569:x 1563:n 1558:1 1555:= 1552:i 1542:n 1539:1 1534:= 1531:) 1528:X 1525:( 1522:T 1505:Ξ 1501:) 1498:n 1496:x 1492:1 1489:x 1485:X 1477:n 1471:R 1467:Ξ 1463:σ 1459:Ξ 1457:( 1455:N 1450:Ξ 1448:P 1427:p 1419:λ 1415:σ 1407:ÎŒ 1394:. 1348:Ξ 1339:Ξ 1312:I 1285:, 1280:1 1266:I 1251:] 1247:T 1243:[ 1215:Ξ 1205:Ξ 1197:) 1195:X 1193:( 1191:T 1187:T 1182:) 1179:n 1177:X 1173:1 1170:X 1166:X 1155:Ξ 1150:Ξ 1148:P 1099:1 1096:= 1093:) 1090:T 1087:( 1084:e 1048:2 1044:) 1034:] 1031:T 1028:[ 1022:E 1019:( 999:) 996:T 993:( 984:= 981:) 978:T 975:( 946:= 943:] 940:T 937:[ 931:E 921:Ξ 907:) 902:2 898:T 894:( 882:) 877:1 873:T 869:( 853:1 850:T 842:2 839:T 835:1 832:T 824:2 821:T 816:2 814:T 810:1 807:T 793:) 788:2 784:T 780:( 768:) 763:1 759:T 755:( 739:2 736:T 732:1 729:T 706:2 702:) 692:] 689:T 686:[ 680:E 677:( 674:+ 671:) 668:T 665:( 656:= 644:2 640:) 630:] 627:T 624:[ 618:E 615:( 612:+ 609:) 600:] 597:T 594:[ 588:E 585:( 582:] 579:] 576:T 573:[ 570:E 564:T 561:[ 558:E 555:2 552:+ 549:] 544:2 540:) 536:] 533:T 530:[ 524:E 518:T 515:( 512:[ 506:E 503:= 493:] 488:2 484:) 474:] 471:T 468:[ 462:E 459:+ 456:] 453:T 450:[ 444:E 438:T 435:( 432:[ 426:E 423:= 420:] 415:2 411:) 401:T 398:( 395:[ 389:E 386:= 379:) 376:T 373:( 340:] 335:2 331:) 321:T 318:( 315:[ 312:E 309:= 306:) 303:T 300:( 284:T 280:Ξ 276:T 240:T 238:( 236:e 228:T 226:( 224:e 206:) 200:( 195:I 167:) 164:T 161:( 150:) 144:( 139:I 133:/ 129:1 123:= 120:) 117:T 114:( 111:e 91:T 20:)

Index

Efficient estimator
estimator
hypothesis testing
CramĂ©r–Rao bound
variance
deviance
L2 norm
unbiased
estimator
parameter
Fisher information
CramĂ©r–Rao bound
estimator
loss function
quadratic
mean squared error
unbiased
estimator
CramĂ©r–Rao inequality
CramĂ©r–Rao lower bound
minimum variance unbiased estimator
parametric model
estimator
unbiased
CramĂ©r–Rao inequality
variance
Fisher information matrix
minimum variance unbiased estimators
exponential family
unbiased

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