STAT 201B Lecture Notes - Lecture 8: Nuisance Parameter, Order Of Merit, Gamma Distribution

• School: Berkeley
• Department: Statistics
• Course: STAT 201B
• Professor: Elizabeth Purdom

Document Summary

Xin "t tf = { fck ; o) : o c- } Heir (cid:8869) parameter space: vector , question asking not all param . = { ( rt , t) i nem , t> o } u : parameter of interest used r. T = tc xi > i ) = i - fe ( ) Q index of cu , t) want to estimate t. X n "t cknown ) of { fn : fn dist " of xt n } { ncu , n } scale family. Nco , i ) nco , t) r -in. Gamma distribution " f- ( xia , b) = party x e x > o. B ) : f > o } scale family. Reverse f- fo f f la , bo) : 270 } not location or scale location - scale family. Tx tu ( normal dist " in location r scale ) could take gamma cl , i ) -