반응형 Statistics48 Method of moments /Point Estimation Method of moments is a method for parameter estimations, especially called as a method of 'point estimation.'As the name of the method implies. we can estimate unknown parameters with moments, specifically, population moments and sample moments. We can find parameters by equating rth population moments to rth sample moment. Then as n goes to infinity, sample moment converges to population moment.. 2020. 10. 15. Approximate Interval Estimation/ Approximate confidence Interval/ Slutsky's theorem/ We have covered Interval Estimation of Normal distribution. [Statistics] - Interval Estimation for parameter of Normal distribution/ Pivotal Quantity/ And this post is for other distributions than Normal distribution. We need some properties of approximation for the Interval Estimation for those distributions.The typical property needed is central limit theorem, and by using this we can approxim.. 2020. 10. 15. Interval Estimation for parameter of Normal distribution/ Pivotal Quantity/ Some topics that I have written so far are the ways of point estimation.To summarize, Unbiased estimator, Minimum variance unbiased estimator, Maximum likelihood method and Method of moments are the ways of point estimation. However, we cannot use those methods for 'accuracy'. That is, we cannot estimate how far or close the estimator is to the parameter. To complement the weakness of point esti.. 2020. 10. 14. T distribution T distributionT distribution is a distribution with a degree of freedom which is usually notated as n. The distribution is very important distribution because it is frequently used for statistical analysis such as t-test. Also the distribution is highly related to distributions such as F distribution, Normal distribution and Chi-square distribution. As you can see through the graph, T distributi.. 2020. 10. 9. 이전 1 ··· 4 5 6 7 8 9 10 ··· 12 다음 반응형
