Question

Can we compute confidence intervals for the variance of an unknown distributions from sample variances?

score 5.8k · Answer 1 · 2013-03-24 15:48:12

5.8k

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Can we compute confidence intervals for the variance of an unknown distributions from sample variances?

Published on 24 Mar 2013 - 15:48

score 659 · Answer 2 · 2026-03-30 16:25:12

659

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Maximum Likelihood estimate of $\theta = p^2$ for Bernoulli distribution

Published on 30 Mar 2026 - 16:25

score 979 · Answer 3 · 2026-03-30 16:26:31

979

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MLE of $(\theta_1,\theta_2)$ in a piecewise PDF

Published on 30 Mar 2026 - 16:26

score 178 · Answer 4 · 2020-08-04 15:23:19

178

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What is a "normalized likelihood" in syndrome coding?

Published on 04 Aug 2020 - 15:23

score 27 · Answer 5 · 2020-08-06 09:42:04

27

Views

Best representation/model of a 3D object from multiple observations

Published on 06 Aug 2020 - 9:42

score 740 · Answer 6 · 2020-08-07 01:19:59

740

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Using Rao-Blackwell to find UMVUE for $\lambda^2e^{-\lambda}$ for Poisson Distribution

Published on 07 Aug 2020 - 1:19

score 150 · Answer 7 · 2026-03-30 01:48:04

150

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Finding pdf of $-\log(S)+ (n-1)\log(T)$ and hence the UMVUE of $1/\theta$

Published on 30 Mar 2026 - 1:48

score 2.2k · Answer 8 · 2020-08-11 11:26:56

2.2k

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Method of moments - lognormal distribution

Published on 11 Aug 2020 - 11:26

score 4.2k · Answer 9 · 2020-08-11 18:10:22

4.2k

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Fair coin toss and Bayes

Published on 11 Aug 2020 - 18:10

score 73 · Answer 10 · 2020-08-11 21:19:03

73

Views

Asymptotic Estimate of Vector Function

Published on 11 Aug 2020 - 21:19

score 109 · Answer 11 · 2020-08-12 21:02:11

109

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Find UMVUE of $P(X_1+X_2+X_3 =2)$ Where $X_1, ... X_n \sim$ Poisson$(\lambda)$ (independent)

Published on 12 Aug 2020 - 21:02

score 576 · Answer 12 · 2026-02-25 18:18:15

576

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Find $1-\alpha$ confidence interval for $\theta$ based on $X_1,...,X_n \sim \frac{2x}{\theta^2}$ (iid)

Published on 25 Feb 2026 - 18:18

score 59 · Answer 13 · 2020-08-14 11:38:42

59

Views

Accuracy of covariance estimated with method of moments

Published on 14 Aug 2020 - 11:38

score 276 · Answer 14 · 2026-04-01 01:18:23

276

Views

Given Normal population with mean $\theta$ and variance $1$, find Sample size for UMP for $H_0 : \theta = 0$ against $H_1: \theta = 4$

Published on 01 Apr 2026 - 1:18

score 81 · Answer 15 · 2020-08-15 08:17:52

81

Views

Is $\left(\overline{X}\right)^2$ a consistent estimator of $(E[X_1])^2$

Published on 15 Aug 2020 - 8:17

List Question

Can we compute confidence intervals for the variance of an unknown distributions from sample variances?

Maximum Likelihood estimate of $\theta = p^2$ for Bernoulli distribution

MLE of $(\theta_1,\theta_2)$ in a piecewise PDF

What is a "normalized likelihood" in syndrome coding?

Best representation/model of a 3D object from multiple observations

Using Rao-Blackwell to find UMVUE for $\lambda^2e^{-\lambda}$ for Poisson Distribution

Finding pdf of $-\log(S)+ (n-1)\log(T)$ and hence the UMVUE of $1/\theta$

Method of moments - lognormal distribution

Fair coin toss and Bayes

Asymptotic Estimate of Vector Function

Find UMVUE of $P(X_1+X_2+X_3 =2)$ Where $X_1, ... X_n \sim$ Poisson$(\lambda)$ (independent)

Find $1-\alpha$ confidence interval for $\theta$ based on $X_1,...,X_n \sim \frac{2x}{\theta^2}$ (iid)

Accuracy of covariance estimated with method of moments

Given Normal population with mean $\theta$ and variance $1$, find Sample size for UMP for $H_0 : \theta = 0$ against $H_1: \theta = 4$

Is $\left(\overline{X}\right)^2$ a consistent estimator of $(E[X_1])^2$

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