Mathematical Statistics (2024): Lecture 23

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Maximum Likelihood Estimation and the Cramér-Rao Lower Bound

In this video:
🔹 Introduction 0:00
🔹 Beta Distribution MLE Example 1:54
🔹 A Two-Parameter, Pareto MLE Example 9:48
🔹 The Invariance Property for MLEs 23:12
🔹 The Cramér-Rao Lower Bound 37:28

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10:16 Is this not the Pareto distribution?

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