Lecture

Sampling Distributions: Estimators and Variance

Description

This lecture discusses the estimation of parameters in statistical models, focusing on measures of performance such as Mean Squared Error (MSE) and unbiased estimators. It covers topics like the Fisher information, Cramér-Rao lower bound, and the Rao-Blackwell Theorem, emphasizing the importance of sufficiency in improving estimation performance.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_u829xzqq

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Data analysis: Regression analysis

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