MCS 342 Exam 1
• When: Monday, March 7, 12:30-1:20
• What: An examination consisting of problems related to Chapter 8, Estimation, and Chapter 9, Properties of Point Estimators and Methods of Estimation
• Where: Our classroom, Olin 319
• How: Closed-book, but with one 4"-by-6" note card allowed
  The chart of continuous and discrete distributions from the back of the book will be provided, as well as the normal, t, and chi-square tables needed.

TOPICS
• Accuracy and precision: bias, mean-square error (MSE), standard error
• Common point estimators: Table 8.1, p. 371
• Confidence intervals
  • Interpretation
  • Construction: Pivotal method, p. 381
  • Confidence intervals for means, proportions, and their differences
  • Large-sample confidence intervals
  • Confidence interval for the variance
• Finding the sample size needed for a given "margin of error" with a given confidence level
• Relative efficiency
• Cramer-Rao inequality & MVUEs
• Tchebysheff's Theorem/Chebyshev's Inequality
• The Weak Law of Large Numbers (WLLN)
• Checking consistency of estimators
  • WLLN
  • Theorem 9.1
  • Theorem 9.2
• Sufficient statistics
• Finding Minimum Variance Unbiased Estimators (MVUEs), p. 436
  1. Use the factorization criterion to find a minimal sufficient statistic.
  2. Find a function of it that is unbiased.
• The Method of Moments
• Maximum Likelihood Estimators (MLEs)

Last updated 3/4/05