5 votes
Accepted

Unable to understand what confidence interval means

While solving the example will we assume that the estimate of true population mean is the mean of 1 sample we have picked i.e. 49.7 Kg or will the estimate of true population mean be one of the values ...
Sextus Empiricus's user avatar
5 votes

Unable to understand what confidence interval means

For question 1, the estimate of the 49.7. An estimate is a number. The standard error of that estimate is a measure of how good the estimate is, given certain assumptions. I'm not sure I understand ...
Peter Flom's user avatar
  • 117k
2 votes

Cramér-Rao bound when the samples come from two distributions

A general result will be difficult. Sometimes, eg if $p_1$ and $p_2$ were the same in your example and you wanted to estimate that common $p$, the bound will be lower than the separate bounds. In that ...
Thomas Lumley's user avatar
2 votes

Unable to understand what confidence interval means

There has been a lot of words written in the literature about the meaning of a confidence interval and I have been scratching my head so many times about it. Whenever you think you get it, then you ...
Stefan's user avatar
  • 5,971
1 vote
Accepted

How to manually evaluate a parameter estimate using the first few values of a time series?

These first few values may be your entire sample. Where do you see the expression for $\hat\alpha$ including $y_t,t\geq 5$? I only see $t=n$, and you can set $n=4$.
Richard Hardy's user avatar

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