The point-estimation tag has no wiki summary.
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Given MCMC samples, what are the options for estimating posterior of parameters?
Markov chain Monte Carlo (MCMC) is a class of algorithms for sampling from probability distributions. In the end, given a parametric model explaining the data, MCMC could also be used for parameter ...
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0answers
18 views
Determine real world locations from GPS-based reports
I'm working on some software which should determine real world locations from several GPS-based reports. An user will be driving when reporting a location, thus the reports a very inaccurate. To solve ...
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1answer
101 views
Estimated error variance $\sigma^2$ for MCMC estimation in a high-dimensional space
Let $f$ be a function such that:
$$f~:~(x,~\theta)\in\mathbb{R}^{3}\times\mathbb{R}^{12} \rightarrow f(x,~\theta)\in\mathbb{R}^3$$
My observations $y$ are noisy values taken by the function $f(\cdot ...
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Heterogeneous Treatment Effects - How to test differences in the ATE?
I have the following problem:
I want to conduct a simple Propensity Score Estimation where the treatment D is a binary variable (D=1 individual i participates in the labor market program, zero ...
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3answers
150 views
How to describe the differences in skewed data with same median but statistically different distribution?
I am comparing length of stay after laparoscopic and open appendectomy in over 160000 patients. LOS is typically a skewed variable so I use the median and interquartile range and ranksum test to ...
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1answer
127 views
Why do we rely on the standard error? [duplicate]
Possible Duplicate:
Difference between standard error and standard deviation
I cannot come to terms with the fact that the standard error is used to describe the accuracy of a point ...
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0answers
160 views
Sufficient, Complete Sufficient, UMVUE, Rao-Blackwell, Admissible. What are ties between these?
I am taking stat inference course. I have some trouble understanding some these terms:
Sufficient Statistics: a stat that does not depend on the parameter, say $\Sigma X$ for normal distribution
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1answer
46 views
How to estimate 5 percent breaking point of a sample of ropes?
The breaking strengths in pounds of five specimens of rope were 660, 460, 540, 580, and 550.
How can I estimate the point at which only 5 percent of such specimens would be expected to break?
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2answers
689 views
How to find an unbiased estimator?
Suppose $X_1, X_2, ...,X_n$ are samples from a uniform discrete distribution with probability 1/3 on each of the points $\theta-1, \theta, \theta+1$, where $\theta\in\mathbb{Z}.$ From "Theory of ...
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1answer
398 views
Is the theory of minimum variance unbiased estimation overemphasized in graduate school?
Recently I was very embarrassed when I gave an off the cuff answer about minimum variance unbiased estimates for parameters of a uniform distribution that was completely wrong. Fortunately I was ...
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1answer
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Improving an estimate of mean with observations of sign
Suppose $x_i$ are drawn i.i.d. from a $p$-variate Gaussian, $\mathcal{N}\left(\mu,\Sigma\right)$. Suppose one observes $x_1,x_2,\ldots,x_n$. One also observes $s_{n+1},s_{n+2},\ldots,s_{n+m},$ where ...
