Summarizing Performance DataPart 2

ImportantEasy to Difficult

Warning: some mathematical content

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Estimation Theory again

We will see some results that are a little more complicated to formulate but are interesting due to their generalityWe will also see the impact of non iid-ness

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Parametric Estimation Theory

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Fisher Method for CI for

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Profile Log Likelihood Method

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Find the Box-Cox Exponent

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CI for Box-Cox Exponent

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Fisher Information Matrix for (, , s )

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Non-IID Data: Joe’s Cash Register

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Lag Plots show Some Correlation at lag 1

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