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Lecture# Estimation Methods

Description

This lecture covers various methods for estimating model parameters, such as method of moments, maximum likelihood estimation, and M-estimation. The trade-off between ease of calculation, efficiency, and robustness is discussed, along with examples and calculations for different statistical models.

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In course

Instructors (2)

MATH-232: Probability and statistics

A basic course in probability and statistics

Related concepts (221)

Aerobic exercise

Aerobic exercise (also known as endurance activities, cardio or cardio-respiratory exercise) is physical exercise of low to high intensity that depends primarily on the aerobic energy-generating process. "Aerobic" is defined as "relating to, involving, or requiring oxygen", and refers to the use of oxygen to meet energy demands during exercise via aerobic metabolism adequately. Aerobic exercise is performed by repeating sequences of light-to-moderate intensity activities for extended periods of time.

Cardiovascular disease

Cardiovascular disease (CVD) is any disease involving the heart or blood vessels. CVDs constitute a class of diseases that includes: coronary artery diseases (e.g. angina, heart attack), stroke, heart failure, hypertensive heart disease, rheumatic heart disease, cardiomyopathy, abnormal heart rhythms, congenital heart disease, valvular heart disease, carditis, aortic aneurysms, peripheral artery disease, thromboembolic disease, and venous thrombosis. The underlying mechanisms vary depending on the disease.

Health club

A health club (also known as a fitness club, fitness center, health spa, weight room and commonly referred to as a gym) is a place that houses exercise equipment for the purpose of physical exercise. In recent years, the number of fitness and health services have increased, expanding the interest among the population. Today, health clubs and fitness centers are a reference of health services, rising the adherence to physical activity.

Normal distribution

In statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is The parameter is the mean or expectation of the distribution (and also its median and mode), while the parameter is its standard deviation. The variance of the distribution is . A random variable with a Gaussian distribution is said to be normally distributed, and is called a normal deviate.

Maximum likelihood estimation

In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model, the observed data is most probable. The point in the parameter space that maximizes the likelihood function is called the maximum likelihood estimate. The logic of maximum likelihood is both intuitive and flexible, and as such the method has become a dominant means of statistical inference.

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