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Results tagged with st.statistics
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user 425627
Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.
2
votes
1
answer
243
views
Measurability of maximum likelihood estimator under conditions from Lehmann's "Theory of poi...
I'm trying to prove that MLE from the proof of one theorem in Lehmann's "Theory of point estimation"
(the theorem is below) is a measurable function. I know that under some regularity conditions (e.g. …
- 141
9
votes
1
answer
696
views
Popular mistakes in probability
$\DeclareMathOperator\Var{Var}\DeclareMathOperator\Bern{Bern}\DeclareMathOperator\Pois{Pois}$Question: What not-trivial mistakes do students often make when solving problems in probability theory, mat …