Published Online: 15 JUL 2005
Copyright © 2005 John Wiley & Sons, Ltd
Encyclopedia of Biostatistics
How to Cite
Doksum, K. A. 2005. Estimation. Encyclopedia of Biostatistics. 3.
- Published Online: 15 JUL 2005
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.
- frequency plug-in;
- least squares;
- maximum likelihood;
- Bayesian methods;
- unbiasedness, efficiency