Elements of Parameter Estimation

  • H. Vincent Poor
Part of the Springer Texts in Electrical Engineering book series (STELE)

Abstract

In Chapters II and III we have considered the design of optimum procedures for deciding between two possible statistical situations on the basis of a random observation Y. In many situations arising in practice we are interested not in making a choice between two (or among several) discrete situations, but rather in making a choice among a continuum of possible states of nature. In particular, as in the composite hypothesis testing problems discussed in Chapter II, we can think of a family of distributions on the observation space, indexed by a parameter or set of parameters. But unlike the case of composite hypothesis testing in which we wish to make a binary decision about the parameter, we wish here to determine as accurately as possible the actual value of the parameter from the observation.

Keywords

Unbiased Estimator Exponential Family Likelihood Equation Information Inequality Minimal Sufficient Statistic 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1988

Authors and Affiliations

  • H. Vincent Poor
    • 1
  1. 1.Department of Electrical and Computer EngineeringUniversity of Illinois at Urbana-ChampaignUrbanaUSA

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