All Questions
3 questions
1
vote
1
answer
50
views
How to combine a noisy (but unbiased) estimate with a precise (but possibly biased) estimate in A/B tests?
Suppose I want to estimate some set of unknown quantities $\theta_1$, …, $\theta_N$. For each $i \in \{1, …, N\}$, I have two estimators: $\hat{\theta_i}_A$ and $ \hat{\theta_i}_B$. The goal is to ...
- 1,447
5
votes
2
answers
258
views
What is the theoretical justification for alternatives to MSE minimisation?
I'm trying to wrap my head around the connection between statistical regression and its probability theoretical justification. In many books on statistics/machine learning, one is introduced to the ...
2
votes
0
answers
1k
views
Most efficient estimator of mean
Let's say we want to estimate a mean $E[F]$ for some unknown distribution $F$. If we only care about the MSE (and don't mind using biased and non-linear estimator), what theory is available to help us ...
- 1,684