# Tagged Questions

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### Invariance property of MLE: what is the MLE of $\theta^2$ of normal, $\bar{X}^2$?

Invariance property of MLE: if $\hat{\theta}$ is the MLE of $\theta$, then for any function $f(\theta)$, the MLE of $f(\theta)$ is $f(\hat{\theta})$. Also, $f$ must be a one-to-one function. The ...
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### Determine an unknown number of real world locations from GPS-based reports

I'm working on some software which should determine real world locations (f.e. speed cams) from several GPS-based reports. An user will be driving when reporting a location, thus the reports a very ...
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### Prove/counter example: A minimax decision rule is always Bayes wrt some proper prior

Not sure whether the claim is true or false. If claim is true, intuitively, it might have something to do with "least favorable priors", but am not able to figure out the connection. If claim is ...
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### What does “I” represent in this context?

I'm trying to work on a problem which contains a symbol that I don't recall seeing before - I. I assume it has some special significance but I'm having a hard time looking it up. Relevant portion of ...
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### Extract data points from moving average?

Is it possible to extract data points from moving average data? In other words, if a set of data only has simple moving averages of the previous 30 points, is it possible to extract the original data ...
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### Inference for the skeptical (but not math-averse) reader

I just watched a lecture on statistical inference ("comparing proportions and means"), part of an intro to stats online course. The material made as little sense to me as it always does (by now I ...