Lecture

Statistical Estimation

In course

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Description

This lecture covers statistical estimation methods, including maximum likelihood estimation (MLE) and method of moments. It discusses the motivation behind using these methods, such as estimating parameters for different distributions. The lecture also explores practical examples, like estimating parameters for the Cauchy and gamma distributions. Additionally, it delves into the concept of quantiles and the importance of minimizing type I and type II errors in hypothesis testing.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_z9kbnkde

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

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