List of Abbreviations

a.s. | Almost surely |

ANOVA | Analysis of variance |

c.d.f. | Cumulative distribution function |

cov(x,y) | Covariance of X and Y |

CI | Confidence interval |

CLT | Central limit theorem |

CP | Coverage probability |

CR | Cramer Rao regularity conditions |

E {X| Y} | Conditional expected value of X, given Y |

E {X} | Expected value of X |

FIM | Fisher information matrix |

i.i.d. | Independent identically distributed |

LBUE | Linear best unbiased estimate |

LCL | Lower confidence limit |

m.g.f. | Moment generating function |

m.s.s. | Minimal sufficient statistics |

MEE | Moments equations estimator |

MLE | Maximum likelihood estimator |

MLR | Monotone likelihood ratio |

MP | Most powerful |

MSE | Mean squared error |

MVU | Minimum variance unbiased |

OC | Operating characteristic |

p.d.f. | Probability density function |

p.g.f. | Probability generating function |

P {E| A} | Conditional probability of E, given A |

P {E} | Probability of E |

PTE | Pre–test estimator |

r.v. | Random variable |

RHS | Right–hand side |

s.v. | Stopping variable |

SE | Standard error |

SLLN | Strong law of large numbers |

SPRT | Sequential probability ratio test |

tr {A} | trace of the matrix A |

UCL | Upper control limit |

UMP | Uniformly most powerful |

UMPI | Uniformly most powerful invariant |

UMPU | Uniformly most powerful unbiased |

UMVU | Uniformly minimum variance unbiased |

V {X| Y} | Conditional variance of X, given Y |

V {X} | Variance of X |

w.r.t. | With respect to |

WLLN | Weak law of large numbers |

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