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Method of moments estimator for distribution with density $p_{\theta}(x)=\theta(1+x)^{-(1+\theta)}$

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#integration #statistics #parameter-estimation #expected-value
100
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When is a sufficient statistic also complete?

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#statistics #statistical-inference #parameter-estimation
1.3k
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CAN and BAN estimators of $\sigma^2$

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#probability #probability-theory #probability-distributions #statistical-inference #parameter-estimation
85
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Understanding of sufficient statistics

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#statistics #statistical-inference #estimation #parameter-estimation
740
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Finding expected value using integration by parts.

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#integration #statistics #probability-distributions #parameter-estimation #expected-value
100
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Maximum likelihood for $\lambda$ and $\delta$

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#statistics #maximum-likelihood #parameter-estimation
741
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Proving the uniqueness of an unbiased estimator

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#probability #probability-distributions #statistical-inference #parameter-estimation
155
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Minimal sufficiency and completeness

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#statistical-inference #estimation #parameter-estimation
708
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Parameter estimation for Stochastic differential equation

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#reference-request #stochastic-processes #parameter-estimation
151
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Estimate parameters through transformation and linear regression (statistics)

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#transformation #parameter-estimation #linear-regression
64
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Finding BLUE of $\theta$ where $X_1,\ldots,X_n$ have common pdf $f(x)=\frac{1}{2\theta}e^{-|x|/\theta}$

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#statistics #statistical-inference #estimation #parameter-estimation
62
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Intuition about conjugate priors and parameter estimation

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#probability #probability-theory #probability-distributions #intuition #parameter-estimation
1.6k
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Cramér-Rao Lower Bound for estimator of mean in Exponential distribution

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#variance #maximum-likelihood #parameter-estimation #exponential-distribution
624
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Which loss function does the maximum likelihood estimator minimize?

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#bayesian #estimation #parameter-estimation
264
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Deriving Rao-Blackwellized version of unbiased estimator

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#statistics #probability-distributions #statistical-inference #poisson-distribution #parameter-estimation

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