# Questions tagged [estimation]

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### How can i find bias of estimator for specific value?

I have $X_1,...,X_n~ Ber(p)$ with MLE estimator $\hat p$ which is equal to sample mean. I need to find bias of estimator $\hat p(1 - \hat p)$ for $p(1-p)$. I presume $p(1-p)$ is variance of my RVs, so ...
0answers
41 views

### What test to use for threshold

I've got a problem where, with my basic knowlegde of statistical tests, I'm not sure how to solve it. I have a dataset with data on the execution of a process. This includes: Time the process lasted ...
0answers
48 views

### How to calculate confirmatory factor analysis by hand?

I am trying to learn how confirmatory factor analysis works and the way I learn is best by understanding how the calculations work by hand using a pen, paper, and a calculator, and then replicate this ...
0answers
36 views

### Empirical estimation of conditional distribution $Y|X$ at the boundaries of X

I want to estimate conditional distributions of Y | X. Where X contains several continuous covariates. I'm coding in R. I tried several methods so far, but none gives me entirely satisfactory results ...
0answers
28 views

### How to solve a negative binomial regression?

From this https://content.wolfram.com/uploads/sites/19/2013/04/Zwilling.pdf : But I don't know how to solve it . I know let the derivative of the function L with respect to $\alpha$ and $\beta$ equal ...
0answers
9 views

### Runtime Estimation for Multi-threaded processes with varying loads

This is much more of a computer-related question but I believe this requires statistical knowledge (which I'm not well versed and currently reading on the basics) so i hope you can bear with me. I ...
2answers
268 views

### Regression and the CEF

I recently read in this page (https://www.timlrx.com/2018/02/26/notes-on-regression-approximation-of-the-conditional-expectation-function/#fn1) that: "Regression offers a way of approximating ...
0answers
13 views

### moderate size of the data sample [closed]

It is often that the authors of papers in AI, ML and Statistics write that their methods are proved to perform good for "moderate sample sizes". I saw this statement in very high ranking ...
0answers
22 views

0answers
32 views

### Derivation of maximum likelihood estimation of Gaussian mixture model

I want to derive the following formula. The meaning of each expression is as follows It's easy to solve with Kronecker's delta.
0answers
8 views

### Optimize Interval

I am working on modelling a process that follows a normal distribution with the following specifications If the processes output (parts) is too short (< 17.55) ...
0answers
33 views

### What is the similarity and difference between signal recovery and parameter estimation?

As per inferential approach both are estimation problem. But, in signal recovery, we estimate our input signal from the measured (noisy or noise free) observations. And, in parameter estimation, we ...
0answers
17 views

### Estimate cumulative sum of a population from sample distribution parameters?

I have a sample of data containing entities, and counts. What is being counted doesn't really matter, so let's say it's bananas. Each entity in my sample has x bananas. Now, let's say that I have a ...
1answer
68 views

### How do zeroes impact regression estimates?

Assume I am estimating a simple cross-sectional regression model. What happens if a large portion of the cross sections consists of zeros only? That is, both the dependent and the independent ...
2answers
234 views

### How to find the 95% confidence interval when there is outliers?

I know how to find the 95% confidence interval for normal distributions. But how to find it when there is outliers? Question: The health-care costs, in thousands of dollars for 20 males aged 75 or ...
0answers
10 views

### Statistical Analysis over different samples - Prediction for the number of objects

This may be a really simple question but here's my problem: I have different boxes with soil (wet sandy kind) and big stones in it. Each box is around 10kg and I want to estimate the number of big ...
0answers
34 views

### Why does the sample mean work as an estimator when we know data is not iid?

Let's say I know that height effects weight. To be more precise, let $H_i$ and $W_i$ be the heights and weights of person $i$ respectively. Let's say the true relationship between these variables is ...
0answers
91 views

### linear minimum mean squared error estimate under Gaussian prior

I am learning estimation theory through Steven M.Kay's book Fundamentals Of Statistical Signal Processing--Estimation Theory. In the ...
1answer
48 views

### How to estimate cut off percentiles to classify cost per metric?

I work at an ad agency and one of our key performance metrics is what we call "cost per outcome". Right now I have advertisements grouped by type of advertisement, lets say type "A"...
1answer
25 views

### Interpretation of OLS: Scale dependent variable by independent variable instead of including it in the regression model

How does the interpretation on the coefficient of X in this OLS model: Y(Profit in €) = b0 + b1 X + b2 X2 (Firm Size in €) + e change if I rewrite the model as Y(Profit in €) / X2(Firm Size in €) = b0 ...
2answers
39 views

### Doubt in derivation of expectation of sample variance

I am studying statistics on my own. Please help me in understanding following Here in evaluation of expectation $E[\frac{(n-1)S^2}{\sigma^2}]$, why $\sigma^2$(population variance) is treated as ...
0answers
22 views

### Advantages of using panel data structure when estimating causal effects consistently

What are the main advantages of using panel data structure compared to the pure cross-sectional data when we want to estimate causal effect of some phenomenon consistently? I know what the general ...