Tag: estimators
Interview Questions
- Biased forever, yet still consistent
- When a biased estimator wins on MSE
- Two unbiased estimators, which one is efficient?
- Is the sample median a good estimator of the mean?
- The Cramer-Rao floor and how efficient the mean is
- Consistent but biased, unbiased but inconsistent
- Method of moments for the uniform distribution
- Method of moments for the Poisson, and a dispersion check
- Method of moments for the normal distribution
- Method of moments for the beta distribution
- Method of moments, derive and compare
- MLE for a Poisson rate
- MLE for an exponential rate
- MLE for the mean and variance of a normal
- MLE for a uniform upper bound
- MLE for a Bernoulli probability
- Fitting an exponential, the MLE for a failure rate
- Known mean, unknown spread, MLE for a Gaussian variance
- Trials until the first hit, the geometric MLE
- The MLE of a function is the function of the MLE
- How many events per minute? MLE for a Poisson rate
- When maximum likelihood and method of moments disagree
- Blending two estimates by inverse variance
- Which estimator wins on MSE, the unbiased or the biased one?
- Decompose mean squared error into bias and variance
- Rao–Blackwell, polishing a crude estimator
- Why the score function averages to zero
- Rao-Blackwell in action on a Poisson probability
- Sufficient statistics, a lossless summary for a parameter
- How much data to halve the standard error?
- Combining two noisy estimates optimally
- Variance of the sample mean