Standard Article

Estimation

  1. Kjell A. Doksum

Published Online: 15 JUL 2005

DOI: 10.1002/0470011815.b2a15035

Encyclopedia of Biostatistics

Encyclopedia of Biostatistics

How to Cite

Doksum, K. A. 2005. Estimation. Encyclopedia of Biostatistics. 3.

Author Information

  1. University of California, Berkeley, CA, USA

Publication History

  1. Published Online: 15 JUL 2005

Abstract

One of the principal objects of a statistical analysis is to estimate the value of a parameter from observed data. This article is concerned mainly with point (as distinct from interval) estimation. Methods described include the frequency plug-in method, the method of moments, weighted and generalized least squares, maximum likelihood, and Bayesian estimation. Attention is given to the properties of unbiasedness and efficiency.

Keywords:

  • frequency plug-in;
  • moments;
  • least squares;
  • maximum likelihood;
  • Bayesian methods;
  • unbiasedness, efficiency