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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

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 …
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. …
Botnakov N.'s user avatar