Tag: estimation

55 Examples where method of moments can beat maximum likelihood in small samples? 2013-12-22T23:30:07.553

55 Why would parametric statistics ever be preferred over nonparametric? 2015-07-30T11:48:44.030

53 Calculating the parameters of a Beta distribution using the mean and variance 2011-06-22T17:17:15.593

47 Standard deviation of standard deviation 2010-07-26T16:10:45.817

47 Intuitive explanation of Fisher Information and Cramer-Rao bound 2011-05-09T20:43:10.830

46 What is the difference between a partial likelihood, profile likelihood and marginal likelihood? 2010-07-26T09:12:21.093

44 Why is sample standard deviation a biased estimator of $\sigma$? 2011-06-08T12:28:05.087

43 Computing Cohen's Kappa variance (and standard errors) 2012-06-17T00:37:51.407

34 What is the difference between estimation and prediction? 2011-10-31T21:00:38.237

32 Is p-value a point estimate? 2015-11-13T12:56:36.810

30 What would a robust Bayesian model for estimating the scale of a roughly normal distribution be? 2014-01-13T16:08:49.497

29 Maximum likelihood method vs. least squares method 2015-03-27T14:54:51.613

28 How to find confidence intervals for ratings? 2011-09-23T16:41:43.860

27 Why squared residuals instead of absolute residuals in OLS estimation? 2012-12-16T12:17:52.220

26 Bias of moment estimator of lognormal distribution 2016-05-26T06:55:35.163

25 How to estimate how many people attended an event (say, a political rally)? 2010-11-01T20:00:57.660

25 Maximum likelihood estimators for a truncated distribution 2013-01-30T16:10:00.037

23 How to calculate Zipf's law coefficient from a set of top frequencies? 2011-02-01T13:24:57.997

21 Are inconsistent estimators ever preferable? 2012-06-25T18:28:22.493

19 Unbiased estimation of covariance matrix for multiply censored data 2010-08-17T13:10:29.173

19 Internal vs external cross-validation and model selection 2013-07-12T13:31:31.367

18 Mean squared error vs. mean squared prediction error 2012-01-08T07:28:24.660

18 Estimating parameters of Student's t-distribution 2013-07-08T13:21:52.503

17 Is the theory of minimum variance unbiased estimation overemphasized in graduate school? 2012-08-07T11:04:46.180

17 Why $\sqrt{n}$ in the definition of asymptotic normality? 2015-01-03T15:39:06.883

17 An impossible estimation problem? 2015-09-21T09:29:07.170

17 Why is the James-Stein estimator called a "shrinkage" estimator? 2017-09-21T14:45:24.563

16 How to show that an estimator is consistent? 2011-10-29T14:15:41.797

16 Under which conditions do Bayesian and frequentist point estimators coincide? 2013-04-25T18:00:57.963

16 Speed, computational expenses of PCA, LASSO, elastic net 2015-10-19T14:52:01.160

15 What is the statistical justification of interpolation? 2011-10-04T18:16:06.807

15 Practical thoughts on explanatory vs predictive modeling 2011-11-24T17:36:50.653

15 Definition and Convergence of Iteratively Reweighted Least Squares 2012-09-13T18:31:52.920

15 How to do estimation, when only summary statistics are available? 2012-09-21T06:58:36.893

15 Why do we need Bootstrapping? 2015-05-29T16:47:09.700

15 Estimating the probability in a Bernoulli process by sampling until 10 failures: is it biased? 2016-03-07T02:01:18.043

14 James-Stein shrinkage 'in the wild'? 2010-08-11T20:57:31.327

14 Area under the "pdf" in kernel density estimation in R 2011-08-09T23:19:47.897

14 Can I use Kolmogorov-Smirnov test and estimate distribution parameters? 2012-12-03T20:17:41.790

14 Jeffreys prior for multiple parameters 2016-05-12T08:49:23.260

14 For what models does the bias of MLE fall faster than the variance? 2017-01-18T08:08:37.047

14 Are there parameters where a biased estimator is considered "better" than the unbiased estimator? 2017-09-15T00:39:58.067

13 James-Stein estimator: How did Efron and Morris calculate $\sigma^2$ in shrinkage factor for their baseball example? 2010-12-24T02:40:14.103

13 Calculating required sample size, precision of variance estimate? 2011-02-09T00:48:49.097

13 Can the empirical Hessian of an M-estimator be indefinite? 2011-02-16T19:52:33.287

13 Hessian of profile likelihood used for standard error estimation 2011-08-24T12:59:41.197

13 Estimating parameters of a normal distribution: median instead of mean? 2013-01-30T10:05:43.053

13 Can I reconstruct a normal distribution from sample size, and min and max values? I can use mid-point to proxy the mean 2014-02-07T10:15:14.037

13 Estimating n in coupon collector's problem 2014-02-22T10:57:13.140

13 How to keep time invariant variables in a fixed effects model 2014-03-20T18:22:53.953

13 Why is the arithmetic mean smaller than the distribution mean in a log-normal distribution? 2016-06-30T13:43:01.027

12 What is the relation between estimator and estimate? 2011-02-24T18:57:13.633

12 How can I estimate unique occurrence counts from a random sampling of data? 2011-11-27T16:37:48.163

12 Why is it claimed that a sample is often more accurate than a census? 2012-01-20T16:29:56.590

12 What is an unbiased estimate of population R-square? 2013-04-12T12:30:56.980

12 Is any quantitative property of the population a "parameter"? 2013-07-05T02:03:32.377

12 Berry inversion 2014-02-15T23:53:42.113

12 Mean of the bootstrap sample vs statistic of the sample 2015-01-14T13:53:55.593

12 What is a Highest Density Region (HDR)? 2015-04-27T00:56:15.423

12 How to derive the likelihood function for binomial distribution for parameter estimation? 2015-11-10T12:00:18.117

11 What is the difference/relationship between method of moments and GMM? 2010-07-20T12:29:17.607

11 How do I know which method of parameter estimation to choose? 2011-01-28T06:12:21.280

11 Methods for fitting a "simple" measurement error model 2011-02-26T03:19:55.543

11 Estimating parameters for a spatial process 2011-04-07T03:02:36.983

11 Is the mean squared error used to assess relative superiority of one estimator over another? 2011-06-24T17:14:21.857

11 How to estimate an upperbound for logistic regression by only 5 to 7 data points? 2012-09-11T15:41:26.600

11 Estimating variance of center-censored Normal samples 2013-11-14T03:22:42.793

11 How to choose prior in Bayesian parameter estimation 2013-12-05T01:39:35.107

11 Does MLE always mean we know the underlying PDF of our data, and does EM mean we don't? 2013-12-17T15:41:59.553

11 James-Stein Estimator with unequal variances 2014-10-12T19:29:42.717

11 Estimate The Rate At Which Standard Deviation Scales With An Independent Variable 2015-01-09T21:27:05.150

11 Hiding a Regression Model from Professor (Regression Battleship) 2018-03-07T21:13:46.540

10 Estimating mean and st dev of a truncated gaussian curve without spike 2010-08-23T09:34:51.700

10 Conditions for the M-estimator to converge to the true mean 2011-07-15T19:03:08.253

10 Is there a connection between empirical Bayes and random effects? 2012-06-04T08:25:52.670

10 Reference for $\mathrm{Var}[s^2]=\sigma^4 \left(\frac{2}{n-1} + \frac{\kappa}{n}\right)$? 2012-06-06T14:49:48.137

10 How to estimate the accuracy of an integral? 2012-06-26T10:40:09.263

10 Computationally efficient estimation of multivariate mode 2012-08-03T17:24:16.073

10 Long-tailed distribution of time events 2012-11-22T18:32:35.217

10 How much calculus is necessary to understand maximum likelihood estimation? 2013-02-07T21:32:15.440

10 Estimating the covariance posterior distribution of a multivariate gaussian 2013-02-26T05:59:45.437

10 Why must an estimator be independent from the parameter? 2013-03-18T10:46:50.930

10 What is shrinkage? 2015-03-06T22:22:56.520

10 What is the name of the density estimation method where all possible pairs are used to create a Normal mixture distribution? 2015-04-02T14:56:10.853

9 How large should a sample be for a given estimation technique and parameters? 2010-07-20T11:43:25.013

9 Dynamic calculation of number of samples required to estimate the mean 2010-09-20T13:24:09.147

9 Estimation of exponential model 2011-01-30T11:56:51.913

9 How to estimate parameters for Zipf truncated distribution from a data sample? 2011-02-21T13:51:50.393

9 Acceptance rates for Metropolis-Hastings with uniform candidate distribution 2011-06-21T04:48:14.703

9 Probability of an event that is not measureable 2011-08-03T16:19:18.223

9 An estimation problem in GPS tracking 2011-11-19T20:08:37.493

9 Statistics for machine learning, papers to start? 2013-02-24T21:00:51.317

9 How to get confidence interval on population r-square change 2013-06-28T03:09:11.257

9 Example of maximum a posteriori estimation 2013-07-23T06:23:11.933

9 Estimating the slope of the straight portion of a sigmoid curve 2013-10-09T21:02:57.583

9 Are estimates of regression coefficients uncorrelated? 2014-06-25T13:21:36.260

9 Estimating number of balls by successively selecting a ball and marking it 2014-09-26T21:02:59.850

9 How to sample when you don't know the distribution 2014-10-24T12:10:18.877

9 Estimate mass of fruit in a bag from only related totals? 2015-01-08T03:17:16.863