Search for tag: "unbiased estimator"

5 Media

Estimation of Model Parameters duration 26 minutes 43 seconds Estimation of Model Parameters Estimation of Model Parameters	Estimation of Model Parameters Methods for estimating the coefficients in the simple linear regression model are investigated. The least squares method is a purely mathematical approach, requiring no statistical assumptions other… least squares residuals geometric approach best linear unbiased estimator linear estimator assumptions From Jane Harvill 83 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
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
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
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