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Loss Function Optimality for Interval Estimation duration 13 minutes 7 seconds Loss Function Optimality for Interval Estimation Loss Function Optimality for Interval Estimation	Loss Function Optimality for Interval Estimation Loss function for confidence sets (or credible sets) combines the maximum coverage probability and shortest interval criteria into one function - the loss function. The optimal interval will… action space decision rule loss function risk function From Jane Harvill 168 plays 0
Loss Function Optimality duration 12 minutes 27 seconds Loss Function Optimality Loss Function Optimality	Loss Function Optimality A decision-theoretic approach to evaluating a hypothesis test involves optimizing a loss function whose action space contains only two elements. The loss function is a two-part function that takes… action space decision rule loss function risk function cost type i error type ii error generalized loss function generalized 0-1 loss function From Jane Harvill 102 plays 0
Bayes Estimation: A Review duration 15 minutes 45 seconds Bayes Estimation: A Review Bayes Estimation: A Review	Bayes Estimation: A Review In statistical inference, the frequentist perspective considers the parameter θ to be a fixed, but unknown quantity. Statistics used for inferential purposes ideally have specific optimal… bayes risk posterior expected loss prior distribution posterior distribution bayes rules loss function From Jane Harvill 108 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
Loss Function Optimality duration 25 minutes 18 seconds Loss Function Optimality Loss Function Optimality	Loss Function Optimality In previous lessons, evaluations of point estimators have been based on their mean squared error (MSE) performance. MSE is a special case of a function called a loss function. The study of the… loss function risk function bayes risk bayes rules From Jane Harvill 205 plays 0