Search for tag: "moments"

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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 112 plays 0
Method of Moments Estimators duration 11 minutes 32 seconds Method of Moments Estimators Method of Moments Estimators	Method of Moments Estimators Method of moments is thought to be one of the oldest, if not the oldest method for finding point estimators. First introduced in 1887 by Chebychev in his proof on the Central Limit Theorem, the… method of moments estimators population moments empirical moments system of equations From Jane Harvill 449 plays 0
Moment Generating Function duration 22 minutes 19 seconds Moment Generating Function Moment Generating Function	Moment Generating Function In this video, the moment generating (MGF) is defined. Its utility for finding the moments of a distribution is presented and illustrated. Following two examples, the use of the MGF for equating… moment generating function moments identically distributed convergence of distributions From Jane Harvill 143 plays 0