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Maximum Likelihood - Cramer Rao Lower Bound Intuition

This video provides some intuition behind the idea that the Cramer-Rao Lower Bound is inversely related to the variance of a maximum likelihood estimator.

Check out http://oxbridge-tutor.co.uk/undergraduate-econometrics-course for course materials, and information regarding updates on each of the courses. Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1473916364/ref=pe_3140701_247401851_em_1p_0_ti

Видео Maximum Likelihood - Cramer Rao Lower Bound Intuition канала Ben Lambert
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21 февраля 2014 г. 8:09:18
00:08:00
Яндекс.Метрика