Elements of Frequentist Inference
Leonhard Held and
Daniel Sabanés Bové
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Leonhard Held: University of Zurich, Institute of Social and Preventive Medicine
Daniel Sabanés Bové: University of Zurich, Institute of Social and Preventive Medicine
Chapter 3 in Applied Statistical Inference, 2014, pp 51-78 from Springer
Abstract:
Abstract This chapter discusses fundamental concepts of frequentist inference, such as unbiasedness and consistency, standard errors and confidence intervals, significance tests and P-values. There is also a section on the bootstrap method. Exercises are given at the end.
Keywords: Frequentist Inference; Wald Confidence Intervals; Approximate Pivot; Actual Coverage Probability; Asymptotic Unbiasedness (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-37887-4_3
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DOI: 10.1007/978-3-642-37887-4_3
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