Parameter Estimation for Scientists and Engineers
Adriaan van den Bos
Copyright @ 2007 by John Wiley & Sons,  Inc. All rights reserved.  
The contents of  the book may be  summarized as follows.  In Chapter  1, I present  a
detailed  overview of  the book  in words, without  the use  of  equations or mathematical
formalism.  I recommend  the  reading  of  this  account  since  it  is  a  first introduction  to
important terminology and definitions used in  the subsequent chapters.  The chapter also
sketches the relations between the various parts of  the book.  In Chapter 2, I explain what
statistical parametric models of observations  are  and why we use them.  Such models require
a description of the distribution of the observations around their expectations. Therefore, in
Chapter 3, I present a number of distributions along with some of their characteristics, their
Fisher score in particular. For the greater part, Chapter 4 is devoted to Fisher information
and the Cram&-Rao  lower bound.  These are key notions in this book.  They will be used
to judge  the quality of  parameter estimators and of  experimental designs.  In Chapter 5,
I  discuss  the use  of  the maximum  likelihood method  and  the  least  squares method  for
estimating parameters of  expectation models.  I chose the  former method because of  its
excellent properties and the latter because it is widely used. Chapter 5 also contains a short
discussion of model hypothesis testing.  In Chapter 6, I explain and compare a number of
numerical methods suitable for the parameter estimation problems dealt with in this book.
Also, in this chapter, I give my views on how  to use these methods in practice.  In Chapter
7, I present solutions to the problems of  the Chapters 3-6.  The book is concluded by four
appendices.  They are intended to provide the user with a number of useful mathematical
and statistical tools and to introduce essential terminology and notation. Finally,  I chose to
collect and discuss all references of Chapters 2-6  in a Comments and References section
at the end of each of these chapters to further the continuity of the text.
ADRIAAN  VAN  DEN BOS