Questions tagged [estimators]
A rule for calculating an estimate of a given quantity based on observed data [Wikipedia].
312
questions with no upvoted or accepted answers
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Keeping track of the variance of a Metropolis-Hastings estimator
Let $(E,\mathcal E,\lambda)$ and $(E',\mathcal E',\lambda')$ be measure spaces, $p,q$ be probability densities on $(E,\mathcal E,\lambda)$, and $\varphi:E'\to E$ be bijective and $(\mathcal E',\...
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What are the differences between HC estimators and their small sample properties?
I am currently using R to run regression with the following code:
...
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Can an asymptotically efficient estimator be biased?
In "Theory of point estimation" by Lehmann and Casella (1998) there is the following definition:
It is also said that
So terms of the asymptotically normal sequence of estimators can be ...
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Maximum likelihood estimate for multivariate sum of normal distributions
For each $j = 1,\dots,N$, let $\mu_j \in \mathbb{R}^N$ denote a known column vector, $\Sigma_j \in \mathbb{R}^{N\times N}$ a known covariance matrix, and $\theta_j \in \mathbb{R}$ an unknown parameter,...
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Partitioned regression model: estimator of beta 1
below is an exercise that is really giving me a hard time, I believe that there is a simple way around it but I can not find it:
Assume the correct regression model is
Y = X$\beta$ + $\epsilon$
for E(...
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How would you justify to a non-statistician why we should use an unbiased estimator instead of a maximum likelihood estimator?
Say we have the maximum likelihood estimator (which is usually biased) and an unbiased estimator and the sample size is small enough that these estimator are substantially different in magnitude. We'...
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Proper name for the variant of Haldane estimator for handling empty cell in a 2xn contingency table
I am using R and survey package to analyse a survey that several 2xn contingency tables need to be analysed using Chi square ...
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Minimizing the median of squared differences
I have a sorted set of real numbers $x_{1}...x_{n}$ and would like to find $y$ to minimize the median of $(x_{i}-y)^{2}$.
Is there an algorithm and a correctness proof for it?
I understand I need to ...
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What are the main different/alternative correlation estimators?
I'm looking to learn about the main/popular alternatives when it comes to estimating correlations that I've missed in the following list. The best answer will provide a reference (can be Wikipedia), a ...
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What is an estimator and how to construct it?
The definition of an estimator "rule that tells how to calculate an estimate " as given here is not clear to me. If I make measurements of some quantity, say age in a group of N people, my ...
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Proof of invariant angle between $Y$ and $\hat Y$ in $L^2$ regularisation
On this site is the following question which claims that the $L^2$ regularised OLS preserves the angle between $\hat Y$ and $Y$ irrespective of the value $\lambda$. I have not found any source that ...
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Which is a better estimator, averaged functions vs. A function of an average?
Problem:
Assume that we want to estimate $f(\theta)$ with a pre-specified strictly increasing function $f$ and a parameter $\theta$.
Let $\hat{\theta}_1$ and $\hat{\theta}_2$ be unbiased estimators ...
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Show that there is no efficient estimator for the variance of a normal distribution using properties of the exponential family
I want to prove the statement in the title using the following statement from Wikipedia:
it was proved that efficient estimation is possible only in an exponential family, and only for the natural ...
- 1,008
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Find unbiased estimators for $\lambda$ and $\lambda^2$.
For the spatial homogeneous Poisson process, find unbiased estimators for $\lambda$ and $\lambda^2$.
Attempt: Since the homogeneous Poisson process is over an area, how i would i go about ...
- 221
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Rank forecasting from uneven samples
Say we have a bag of chocolate balls. There are $I$ different unique colors. Our bag has an unknown number of balls for each color.
We want to get a sense of which color people like the most and ...
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