Search for tag: "cramer-rao lower bound"

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Asymptotic Evaluations of Point Estimators duration 41 minutes 59 seconds Asymptotic Evaluations of Point Estimators Asymptotic Evaluations of Point Estimators	Asymptotic Evaluations of Point Estimators There are several properties to be considered when considering a point estimator from an asymptotic perspective. In this lesson, the concepts of consistency and efficiency are investigated. As… consistent efficient asymptotic relative efficiency maximum likelihood estimator regularity conditions limiting variances asymptotic variance information number cramer-rao lower bound From Jane Harvill 280 plays 0
Point Estimation: A Review duration 40 minutes 49 seconds Point Estimation: A Review Point Estimation: A Review	Point Estimation: A Review This lesson reviews point estimation from a frequentist perspective. Method of moments and maximum likelihood methods are reviewed. Following that is a discussion of decision theory, optimal… frequentist perspective method of moments maximum likelihood information number decision theory loss function risk function best estimator best unbiased estimator cramer-rao lower bound rao-blackwell theorem complete sufficient exponential family From Jane Harvill 110 plays 0
Best Unbiased Estimator duration 19 minutes 22 seconds Best Unbiased Estimator Best Unbiased Estimator	Best Unbiased Estimator As we saw in the previous lesson, a comparison of estimators based on the mean squared error (MSE) may not yield a clear favorite. It turns out there is no "one best MSE" estimator. The… best unbiased estimator cramer-rao lower bound From Jane Harvill 494 plays 0