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  2. Three-point estimation - Wikipedia

    en.wikipedia.org/wiki/Three-point_estimation

    m = the most likely estimate; b = the worst-case estimate; These are then combined to yield either a full probability distribution, for later combination with distributions obtained similarly for other variables, or summary descriptors of the distribution, such as the mean, standard deviation or percentage points of the distribution. The ...

  3. Minimax estimator - Wikipedia

    en.wikipedia.org/wiki/Minimax_estimator

    Example 3: Bounded normal mean: When estimating the mean of a normal vector (,), where it is known that ‖ ‖. The Bayes estimator with respect to a prior which is uniformly distributed on the edge of the bounding sphere is known to be minimax whenever M ≤ n {\displaystyle M\leq n\,\!} .

  4. Point estimation - Wikipedia

    en.wikipedia.org/wiki/Point_estimation

    So this type of estimation is called confidence interval estimation. [2] This estimation provides a range of values which the parameter is expected to lie. It generally gives more information than point estimates and are preferred when making inferences. In some way, we can say that point estimation is the opposite of interval estimation.

  5. Estimator - Wikipedia

    en.wikipedia.org/wiki/Estimator

    In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished. [1] For example, the sample mean is a commonly used estimator of the population mean. There are point and interval ...

  6. Estimating equations - Wikipedia

    en.wikipedia.org/wiki/Estimating_equations

    In statistics, the method of estimating equations is a way of specifying how the parameters of a statistical model should be estimated. This can be thought of as a generalisation of many classical methods—the method of moments , least squares , and maximum likelihood —as well as some recent methods like M-estimators .

  7. Talk:Three-point estimation - Wikipedia

    en.wikipedia.org/wiki/Talk:Three-point_estimation

    This article is within the scope of WikiProject Statistics, a collaborative effort to improve the coverage of statistics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.

  8. Expectation–maximization algorithm - Wikipedia

    en.wikipedia.org/wiki/Expectation–maximization...

    These parameter-estimates are then used to determine the distribution of the latent variables in the next E step. It can be used, for example, to estimate a mixture of gaussians, or to solve the multiple linear regression problem. [2] EM clustering of Old Faithful eruption data. The random initial model (which, due to the different scales of ...

  9. James–Stein estimator - Wikipedia

    en.wikipedia.org/wiki/James–Stein_estimator

    The James–Stein estimator may seem at first sight to be a result of some peculiarity of the problem setting. In fact, the estimator exemplifies a very wide-ranging effect; namely, the fact that the "ordinary" or least squares estimator is often inadmissible for simultaneous estimation of several parameters.