Any views expressed in this blog are mine and mine only and do not represent the positions taken by institutions where I was, am, or will be involved. This is a repository of ideas and thoughts for future reference and to set a basic framework around which to structure discussions with friends and interested parties. Not all that is written here can be construed as my personal opinions, namely on politically sensitive issues where I might be attempting to steelman an argument (as strawmaning seems to have become an intellectual sport in today's discourse).
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Sufficiency, Completeness and Unbiasedness (UMVUE)
When you create an estimator for a parameter, one aspect of interest is its precision. That is, you want your estimator to as many times as ...
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When you create an estimator for a parameter, one aspect of interest is its precision. That is, you want your estimator to as many times as ...
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Uniform on a Ball When we work in statistics, higher dimensions can be quite problematic! Indeed, here is one simple example pertaining to ...
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Setting up the problem Take \(T > 0\) for a maximal time which could be infinite and the following state equation . $$dX(s) = b(s ...