# Tagged Questions

Any statistical process which seeks to approximate an unknown value, such as a distribution, a point estimate (e.g. mean), or confidence interval.

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### What is the most effective way to estimate the number of strands of string in a wireframe basket?

Objective Estimate the number of strands of string in a very large, wireframe basket from a distance. Preconditions The investigator is fixed to a particular position and cannot change their ...
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### Maximum likelihood estimation and the n-th order statistic

Let $X_1, ..., X_n$ be a sample of independent, identically distributed random variables, with density $$f_{\theta}(x)=e^{ (\theta -x)}$$. $x \ge \theta$, otherwise $f_\theta = 0$ The question ...
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### Identification of parameters problem

I always struggle to get the true essence of identification in econometrics. I know that we state that a parameter (say $\hat{\theta}$) can be identified if by simply looking at its (joint) ...
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### Calculating the Fisher Information of bivariate normal

I'm lost. If I estimated the a Gaussian mixture model, with a shared diagonal covariance, will the Fisher information of the means be $\Sigma^{-1}$ ?
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### Estimating customer waiting time and server idle time on a finite horizon, stochastic, single-server queue

I am working on a problem of scheduling appointments for a stochastic, single-server queue. There are $n$ customers who each have independent, randomly distributed service durations $Z_i$. The ...
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### Choosing a robust estimator to account for measurement error in dependent variable

I have cross-sectional regression model $\hat{Y}_i = a + bX_i + e_i$ estimated over 200 cross-sectional observations. The $\hat{Y}_i$'s were generated in 200 time series regressions, and so has ...
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### Truncated Pareto estimation

Given min and max values, how can I estimate shape parameter (tail index) of data generated by truncated pareto distribution ? I see a package tpareto but find no information on how to estimate tail ...
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### Two unbiased estimators for the same quantity

In several situations, I have two unbiased estimators, and I know one of them is better (lower variance) than the other. However, I would like to get as much information as possible, and I would like ...
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### Estimation accuracy of precision matrix

I have a couple of questions related to estimation of high-dimensional precision matrix (inverse of the covariance matrix) in the case where p is close to 100 and n < p. As a measure of estimation ...
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### Inferring from a combination of uncertain and certain data

I am trying to estimate the surface (isochrone), zi(x) for which T(x,z)=0 from noisy measurements of T(x,z) everywhere and 3 almost noise free control points: Instead of using the T(x,z) data ...
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### ARIMA function not working as I would expect

My work has stuck me on a forecasting project because of what I learned in school, even though my applied work is zero. So I'm having trouble. I am applying an ARMAX model to a stationary variable ...
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### Question regarding sampling, estimation and accuracy [closed]

Let's say there are N chunks of metal, each are 4 inches thick. They are to be hammered and reduced to following best possible sizes: 1, 2, 3 or 4 inches. If we were to use sampling to get an estimate ...
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### Sample size determination for polling with multiple choice type questions [duplicate]

Possible Duplicate: Question regarding sampling, estimation and accuray Let's say there are N sets of diamonds, containing 5 in each set. There can be anywhere between 1 to 5 defective ...
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### Parameters’ uncertainty for small sample size

Suppose we have a small set of numbers (5 to 10 observations), and we’re trying to fit a distribution to this set. Also, we know that all numbers are positive. I tried to fit lognormal, but I’m not ...