filmov
tv
Unit 9 - Part 1 - Rao Cramer Lower Bound
Показать описание
00:00 - Intro video
00:36 - Goal of estimation recap
02:10 - Bias, variance, and mean squared error
05:16 - Rao Cramer lower bound for variance of unbiased estimator
06:33 - Fisher information I(theta)
07:13 - Calculation of I(theta) for Poisson and showing it meets RC-lower bound
10:14 - Efficiency
10:47 - For large samples we can't beat the MLE
12:21 - Exit video - getting startled...again
00:36 - Goal of estimation recap
02:10 - Bias, variance, and mean squared error
05:16 - Rao Cramer lower bound for variance of unbiased estimator
06:33 - Fisher information I(theta)
07:13 - Calculation of I(theta) for Poisson and showing it meets RC-lower bound
10:14 - Efficiency
10:47 - For large samples we can't beat the MLE
12:21 - Exit video - getting startled...again