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Results tagged with discrete-distributions
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user 268399
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Estimation of Discrete random variables
Suppose you have a discrete random variable $X_1$ with known probability mass function. I guess that choosing a variable drawn from the same pmf would be the best way to guess $X_1$ assuming all exper …
- 131
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vote
Estimation of Discrete random variables
By the most usual criteria of "best guess", that's not an optimal strategy.
For example:
If you want to miminize average square error : pick E(X)
If you want to miminize average absolute error : pi …
- 131