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MLE + Cramér-Rao bound of a discrete random variable

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#statistics #maximum-likelihood #log-likelihood #parameter-estimation #fisher-information
69
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Linear regression optimization

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#optimization #parameter-estimation #linear-regression #singularity
94
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Computing the plug in estimator of the variance

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#statistics #random-variables #expected-value #parameter-estimation
94
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How to translate sampling of probability density into sampling of cumulant generating function?

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#probability #probability-distributions #generating-functions #parameter-estimation #cumulants
33
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Questions about the using of pooled variance method by determining the parameter "b" in order to get a mathematical and mostly physical good result

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#probability #statistics #variance #maximum-likelihood #parameter-estimation
40
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Likelihood of $f_\theta(x)=(1-\theta)\mathbf1_{[-1/2;0]}(x)+(1+\theta)\mathbf1_{]0;1/2]}(x)$

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#statistics #random-variables #estimation #maximum-likelihood #parameter-estimation
658
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What makes inequality true in proof of Gauss Markov theorem

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#regression #parameter-estimation #linear-regression #projection-matrices #regression-analysis
164
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UMVUE over a discrete distribution

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#statistics #statistical-inference #parameter-estimation
65
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Verify that $I$ and $X$ are negatively correlated.

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#probability #statistics #correlation #simulation #parameter-estimation
68
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Finding a consistent estimator for area under simple regression line

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#statistics #regression #maximum-likelihood #parameter-estimation
37
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Assessing bias and consistency of modified OLS estimator

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#statistics #regression #linear-regression #parameter-estimation
118
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Minimal sufficient statistics for two unknown parameters

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#parameter-estimation
218
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Calibration/parameter estimation of CEV model

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#stochastic-calculus #finance #estimation #parameter-estimation
134
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Maximum likelihood estimator (probability density function given by intervals)

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#statistics #statistical-inference #maximum-likelihood #parameter-estimation
51
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Computing the maximum likelihood estimator of the probability

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#normal-distribution #statistical-inference #parameter-estimation

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