Search for tag: "maximum likelihood estimator"

6 Media

Asymptotic Evaluations for Interval Estimation duration 4 minutes 14 seconds Asymptotic Evaluations for Interval Estimation Asymptotic Evaluations for Interval Estimation	Asymptotic Evaluations for Interval Estimation In this lesson, some approximate and asymptotic versions of confidence sets are explored. The purpose here is to illustrate some methods that will be of use in more complicated situations, methods… maximum likelihood estimator wald-type interval information number delta method score interval wilks interval From Jane Harvill 123 plays 0
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
Likelihood Ratio Tests duration 18 minutes 19 seconds Likelihood Ratio Tests Likelihood Ratio Tests	Likelihood Ratio Tests The likelihood ratio method of hypothesis testing is related to maximum likelihood estimators. Likelihood ratio tests are as widely used as maximum likelihood estimation. In this lesson, we provide… likelihood ratio test maximum likelihood estimator restricted maximization likelihood ratio test statistic sufficient statistic From Jane Harvill 466 plays 0
Find the MLE of the rate of a Poisson distribution duration 6 minutes 25 seconds Find the MLE of the rate of a Poisson distribution Find the MLE of the rate of a Poisson distribution	Find the MLE of the rate of a Poisson distribution Example to illustrate finding the maximum likelihood estimator of the rate of a Poisson distribution. maximum likelihood estimator poisson distribution extremum maximum From Jane Harvill 315 plays 0
Finding the maximum likelihood estimator of the… duration 6 minutes 16 seconds Finding the maximum likelihood estimator of the… Finding the maximum likelihood estimator of the upper bound of a uniform(0, B) distribution	Finding the maximum likelihood estimator of the upper bound of a uniform(0, B) distribution This example illustrates how to find the maximum likelihood estimator (MLE) of the upper bound of a uniform(0, B) distribution. In this example, calculus cannot be used to find the MLE since the… maximum likelihood estimator uniform distribution From Jane Harvill 963 plays 0
Maximum Likelihood Estimators duration 20 minutes 42 seconds Maximum Likelihood Estimators Maximum Likelihood Estimators	Maximum Likelihood Estimators The method of maximum likelihood is, by far, the most popular technique for deriving estimators. It is based on finding a function of the data at which the likelihood achieves a global maximum. In… maximum likelihood estimator derivatives invariance property From Jane Harvill 271 plays 0