This free course looks at point estimation, that is, the estimation of the value of the parameter of a statistical model by a single number, a point estimate for the parameter. Section 1 develops some aspects of maximum likelihood estimation. In particular, you will find out how to obtain the maximum likelihood estimator of an unknown parameter, using calculus. You will need to do lots of differentiation in this section. Section 2 introduces a number of important properties of point estimation.
Overview
Syllabus
- Introduction
- Learning outcomes
- Link to course PDF
- Conclusion
- Acknowledgements
