All Questions
4
questions
1
vote
0
answers
128
views
Confidence interval for exponentially distributed estimator
We have an estimator $\hat{\theta}\geq 0$ for $\theta$, with distribution function $P\{\hat{\theta}\leq t \}=1-e^{-t/\theta}$, which we can recognize as the cdf of the exponential distribution. Our ...
- 85
1
vote
0
answers
25
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How to estimate the confidence interval for a "predicted difference" from a quadratic model?
Assume you have past consumption levels $c_1, \dots c_n$ at times $t_1, \dots t_n$ and cumulated consumption levels $y_1=c_1, y_2 = c_1 + c_2, \dots y_n=\sum_{k=1}^{n} c_k$.
(I use the quadratic term ...
- 209
3
votes
1
answer
4k
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Variance estimator of Bernoulli RV (in CI)
Assume n samples from Bernoulli distribution with unknown parameter p,
i. e. $x_{1},....,x_{n}\underset{iid}{\sim}Ber\left(p\right)$
It is known that the confidence interval is given by:
$CI=\hat{...
- 232
1
vote
1
answer
813
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Why do we examine the rate of convergence when we find a confidence interval?
I would like to help me with this. I don't understand why do we examine the rate of convergence. Also what do we mean by saying "the error is usually dominated by the variance, not the bias"
Thank ...
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