All Questions
4 questions
2
votes
1
answer
225
views
Can the variance of a U-statistic be of the order $O(\frac{1}{n^2})$?
It is not that easy to find estimators $T_n$ such that $\mbox{Var}[T_n] \sim O(n^{-B})$ with $B = 2$. In most cases, $B=1$.Here $n$ is the sample size. It seems, according to this paper on U-...
0
votes
1
answer
100
views
Intuition for estimating population standard deviation
I know how to estimate population standard deviation using a chi square distribution, but I don't know why it works. I'd like to have an intuition for the why.
I've tried googling around. I always ...
- 152
1
vote
0
answers
148
views
95% confidence interval for an estimate average
I have a single dataset - from that dataset I have used four methods ($i=1, 2, 3, 4$) to estimate a parameter ($u_i$) and to generate a 95% confidence interval. In other words, I know $V[u_i]$ but not ...
- 11
6
votes
1
answer
153
views
Error bars on log of big numbers
I am calculating a quantity of the following form:
$\mu = \log( \frac{1}{n} \sum_{i=1}^{n} e^{\phi(X_i)} )$
via MC. $X_i$ are iid and I can sample them. I want to give error bars\ confidence ...
- 2,684