New posts in parameter-estimation

Finding the MVUE out of all unbiased estimators $\sum_{i=1}^ka_iW_i$ using Lagrange multiplier [duplicate]

statistics parameter-estimation

Estimate bias determination

probability statistics density-function parameter-estimation cumulative-distribution-functions

Derive unbiased estimator for $\theta$ when $X_i\sim f(x\mid\theta)=\frac{2x}{\theta^2}\mathbb{1}_{(0,\theta)}(x)$

statistics probability-distributions statistical-inference parameter-estimation

Verification of Sufficiency, Completeness, MLE, UMVUE, and Method of Moments for Estimators of a certain random sample.

statistics probability-distributions statistical-inference maximum-likelihood parameter-estimation

How to derive test statistic under composite null hypothesis?

statistics statistical-inference hypothesis-testing parameter-estimation estimation-theory

Confusion in finding conditional expecation of indicator function (Lehmann-Scheffe)

probability-theory statistics statistical-inference parameter-estimation

Prove efficiency of this discrete uniform distribution estimator

statistics probability-distributions statistical-inference uniform-distribution parameter-estimation

How to find MLE of this piecewise pdf?

statistics statistical-inference maximum-likelihood parameter-estimation

simple example of recursive least squares (RLS)

algorithms parameter-estimation least-squares

Why do we need Wald's confidence interval to estimate p in a Bernoulli distribution?

central-limit-theorem parameter-estimation

How to find UMVUE of $\theta^k$ when $x_1, \ldots, x_n$ is a sample from Bernoulli$(\theta)$?

probability statistics probability-distributions statistical-inference parameter-estimation

Basu's theorem to show independence

statistics statistical-inference independence parameter-estimation order-statistics

Variance with minimal MSE in normal distribution

statistics normal-distribution expectation parameter-estimation mean-square-error

$X_i$ follows Bernoulli distribution find UMVUE of $\theta(1-\theta)$

statistics statistical-inference binomial-distribution parameter-estimation

Find Uniform Minimum Variance Unbiased estimator (UMVU) using Lehmann Scheffé - showing statistic is complete

statistics statistical-inference exponential-distribution parameter-estimation

Parabolic Interpolation with three data points and measurement noise

probability probability-theory statistics estimation parameter-estimation

Show that Statistic is complete

statistics statistical-inference parameter-estimation

When should I use a kalman filter, if the observability function is known?

parameter-estimation kalman-filter

MLE of number of colors

statistics maximum-likelihood parameter-estimation

For what values of $k \in \mathbb{Z}\setminus\{0\}$ does there exist an unbiased estimator of $e^{k \lambda}$?

probability probability-distributions poisson-distribution parameter-estimation