Lecture

Confidence Intervals: Gaussian Estimation

Description

This lecture covers the concept of confidence intervals, including the 68.3-95.5-99.7 rule, high probability intervals for Gaussian observations, the Cramér-Rao inequality, and the asymptotics of Maximum Likelihood Estimators. It also discusses the invariance of Maximum Likelihood Estimators and the Fisher Information. Examples are provided to illustrate the application of these concepts.

Instructor

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Official source

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

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

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