Search for tag: "statistic"

13 Media

Asymptotic Evaluations for Hypothesis Testing duration 21 minutes 36 seconds Asymptotic Evaluations for Hypothesis Testing Asymptotic Evaluations for Hypothesis Testing	Asymptotic Evaluations for Hypothesis Testing The lesson describes a few methods for deriving some tests in complicated problems in which no optimal test (such as the uniformly most powerful test) exists or is known. In such situations, the… likelihood ratio test simple null composite null free parameters wald test score test information number score statistic slutsky's theorem From Jane Harvill 367 plays 0
Example: Find Expression for Valid p-Value for… duration 11 minutes 12 seconds Example: Find Expression for Valid p-Value for… Example: Find Expression for Valid p-Value for Testing Rate of Exponential	Example: Find Expression for Valid p-Value for Testing Rate of Exponential This example discusses the meaning of a valid p-value and illustrates finding an expression for a valid p-value when testing the rate of an exponential distribution. valid p-value statistic From Jane Harvill 99 plays 0
Example. Karlin-Rubin Theorem for Test of Poisson… duration 12 minutes 44 seconds Example. Karlin-Rubin Theorem for Test of Poisson… Example. Karlin-Rubin Theorem for Test of Poisson Rate	Example. Karlin-Rubin Theorem for Test of Poisson Rate Illustrate the Karlin-Rubin Theorem and monotone likelihood ratio for an upper-tailed test on the rate of a Poisson. karlin-rubin theorem monotone likelihood ratio uniformly most powerful test sufficient statistic From Jane Harvill 565 plays 0
Most Powerful Tests duration 40 minutes 50 seconds Most Powerful Tests Most Powerful Tests	Most Powerful Tests A hypothesis test might make one of two types of errors. These two types of errors traditionally have been given the names "Type I Error," and "Type II Error." If the parameter… most powerful test uniformly most powerful test neyman-pearson lemma karlin rubin theorem power function simple hypothesis composite hypothesis monotone likelihood ratio p-value valid p-value sufficient statistic From Jane Harvill 722 plays 0
Illustrate deriving the likelihood ratio test for… duration 13 minutes 2 seconds Illustrate deriving the likelihood ratio test for… Illustrate deriving the likelihood ratio test for rate of Poisson	Illustrate deriving the likelihood ratio test for rate of Poisson This example illustrates deriving the likelihood ratio test for an upper-tailed test on the rate of a Poisson distribution, likelihood ratio test likelihood ratio test statistic maximum likelihood estimtator likelihood function restricted maximization From Jane Harvill 2,121 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
Show a family of distributions of a statistic is… duration 14 minutes 34 seconds Show a family of distributions of a statistic is… Show a family of distributions of a statistic is complete	Show a family of distributions of a statistic is complete The two examples in this video illustrate how to show a family of distributions is complete. The first example uses the definition of complete. The second definition relies on the properties of… complete statistic exponential family From Jane Harvill 430 plays 0
Show a sufficient statistic is minimal sufficient duration 8 minutes 5 seconds Show a sufficient statistic is minimal sufficient Show a sufficient statistic is minimal sufficient	Show a sufficient statistic is minimal sufficient Example to illustrate finding a minimal sufficient statistic for p, when population is Bernoulli(p) sufficient statistic minimal sufficient statistic factorization theorem From Jane Harvill 208 plays 0
Sufficient, Ancillary, and Complete: A Review duration 36 minutes 36 seconds Sufficient, Ancillary, and Complete: A Review Sufficient, Ancillary, and Complete: A Review	Sufficient, Ancillary, and Complete: A Review In data reduction, there are two key principles that play a role in ensuring the statistics being used are efficient in reducing the data and contain information that isn't misleading: those of… data reduction sufficient statistic minimal sufficient statistic ancillary statistic complete statistic exponential family full exponential family From Jane Harvill 187 plays 0
Finding a Sufficient Statistic Using the… duration 11 minutes 31 seconds Finding a Sufficient Statistic Using the… Finding a Sufficient Statistic Using the Factorization Theorem	Finding a Sufficient Statistic Using the Factorization Theorem Two examples are provided that illustrate using the Factorization Theorem to find a sufficient statistic. factorization theorem sufficient statistic exponential family From Jane Harvill 68 plays 0
Sufficiency and Unbiased duration 11 minutes 36 seconds Sufficiency and Unbiased Sufficiency and Unbiased	Sufficiency and Unbiased In the previous lesson on best unbiased estimators and the Cramer-Rao Lower Bound, the concept of sufficiency was not used. We will now consider how sufficiency is a powerful tool in our search for… sufficient statistic complete family rao-blackwell theorem best unbiased estimator lehmann-scheffe theorem unique best unbiased estimator From Jane Harvill 292 plays 0
Data Reduction and Sufficiency duration 32 minutes 21 seconds Data Reduction and Sufficiency Data Reduction and Sufficiency	Data Reduction and Sufficiency The information in a random sample is used to make inferences about an unknown parameter theta. If the sample size n is large, then the observed sample is a long list of numbers that is difficult, if… data reduction statistic sufficiency principle sufficient statistic conditional distribution factorization theorem From Jane Harvill 377 plays 0
Sums of Random Variables from a Random Sample duration 36 minutes 55 seconds Sums of Random Variables from a Random Sample Sums of Random Variables from a Random Sample	Sums of Random Variables from a Random Sample When a random sample is drawn, some summary of the values is usually computed. Any well-defined summary may be expressed mathematically as a function of an n-dimension vector. The domain of that… random sample iid statistic sampling distribution unbiased estimator location-scale family exponential family sample mean sample variance sample standard deviation From Jane Harvill 184 plays 0