Interval Estimation: Method of Moments

In course

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Description

This lecture covers the method of moments for estimating parameters in statistics, focusing on building estimates that match the empirical moments with the moments of the distribution. It also discusses the delta method for approximating statistics, confidence intervals, and the construction of one-sided and two-sided intervals. The instructor explains the interpretation of confidence intervals and the use of pivots to construct them, providing examples and insights into the theoretical foundations of statistical inference.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_0kcp3b89

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

Mathematics

Probability theory: Topics in probability theory

Theoretical computer science

Algorithms and data structures: Analysis of algorithms

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