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Mathematical Statistics (2024): Lecture 24
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Mathematical Statistics (MOST CURRENT) - Mathematical Statistics (2024): Lecture 24

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This course includes

  • 38.5 hours of video
  • Certificate of completion
  • Access on mobile and TV

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The Cramér-Rao Lower Bound: A Focus on Computation *** TYPO: In my rush at the very end of the video, my inequality flips at 55:12. It should be the other way around! Sorry about that! In this video: 🔹 The Cramér-Rao Lower Bound 0:00 🔹 An Exponential Example 2:53 🔹 Computation Simplifications for the Fisher Information 14:20 🔹The Exponential Example, Revisited 31:44 🔹 A Pareto Example 35:54 🔹 Nice Properties of MLEs 43:08 🔹The Efficiency of an Estimator 49:14 🔹 Jensen's Inequality 52:05 New videos release every Tuesday and Thursday! ---------------------------------------------------------------------------------------------------------------------------------------------- Thanks for watching! Consider checking out my MathStat textbook! http://www.amazon.com/Simple-Infinite-Joy-Mathematical-Statistics/dp/B0BD1YPQRN Also, if you are interested in data science, check out my courses on Coursera! https://www.coursera.org/specializations/statistical-inference-for-data-science-applications

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