Chapter 9. Review of mathematical statistics

  1. Harry H. Panjer

Published Online: 6 MAR 2006

DOI: 10.1002/0470051310.ch9

Operational Risk: Modeling Analytics

Operational Risk: Modeling Analytics

How to Cite

Panjer, H. H. (2006) Review of mathematical statistics, in Operational Risk: Modeling Analytics, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0470051310.ch9

Publication History

  1. Published Online: 6 MAR 2006
  2. Published Print: 25 AUG 2006

ISBN Information

Print ISBN: 9780471760894

Online ISBN: 9780470051313

SEARCH

Keywords:

  • estimator;
  • frequentist;
  • mean squared error (MSE);
  • confidence interval;
  • rejection region

Summary

This chapter contains sections titled:

  • Introduction

  • Point Estimation

  • Interval Estimation

  • Tests of Hypotheses

  • Exercises