Lecture

Basic Principles of Point Estimation

Description

This lecture covers the basic principles of point estimation, focusing on the Method of Moments, Bias-Variance tradeoff, Consistency, Plug-In Principle, and Likelihood Principle. It explains how estimators are constructed, the Bias-Variance decomposition of Mean Squared Error, and the importance of consistency in estimators. The lecture also delves into the Likelihood Function, Maximum Likelihood Estimators, and the Moment Principle. Examples are provided to illustrate concepts such as Density Estimation, Bias, and Mean Squared Error. The instructor emphasizes the importance of understanding the quality of estimators and the tradeoffs involved in choosing different estimation methods.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.