Book contents
- Frontmatter
- Dedication
- Frontmatter
- Contents
- Preface
- Acknowledgements
- Part I Elements of Probability Theory
- Part II Practical Considerations
- Part III Elements of Statistical Inference
- 12 Models, Estimators, and Tests
- 13 Properties of Estimators and Tests
- 14 One Proportion
- 15 Multiple Proportions
- 16 One Numerical Sample
- 17 Multiple Numerical Samples
- 18 Multiple Paired Numerical Samples
- 19 Correlation Analysis
- 20 Multiple Testing
- 21 Regression Analysis
- 22 Foundational Issues
- References
- Index
13 - Properties of Estimators and Tests
from Part III - Elements of Statistical Inference
Published online by Cambridge University Press: 22 July 2022
Book contents
- Frontmatter
- Dedication
- Frontmatter
- Contents
- Preface
- Acknowledgements
- Part I Elements of Probability Theory
- Part II Practical Considerations
- Part III Elements of Statistical Inference
- 12 Models, Estimators, and Tests
- 13 Properties of Estimators and Tests
- 14 One Proportion
- 15 Multiple Proportions
- 16 One Numerical Sample
- 17 Multiple Numerical Samples
- 18 Multiple Paired Numerical Samples
- 19 Correlation Analysis
- 20 Multiple Testing
- 21 Regression Analysis
- 22 Foundational Issues
- References
- Index
Summary
In this chapter we introduce and briefly discuss some properties of estimators and tests that make it possible to compare multiple methods addressing the same statistical problem. We discuss the notions of sufficiency and consistency, and various notions of optimality (including minimax optimality), both for estimators and for tests.
- Type
- Chapter
- Information
- Principles of Statistical AnalysisLearning from Randomized Experiments, pp. 181 - 191Publisher: Cambridge University PressPrint publication year: 2022