Professional Documents
Culture Documents
Lectorial Module 2.1
Lectorial Module 2.1
Lectorial Module 2.1
Estimation Techniques
Module 2.1
Lectorial notes
1/9
Estimation Techniques
Quiz
Define the following concepts:
I Statistic
I Point estimate
I Estimator
2/9
Estimation Techniques
Method of Moments
3/9
Estimation Techniques
Method of Moments
Question: Consider X1 , X2 , . . . , Xn i.i.d. and Gamma(, )
find the MME of the parameters of the Gamma distribution.
(+r )
fX (x) = x 1 e x ;
() E [X r ] = r ()
MX (t) = E e tX = t ; Var (X ) = 2
.
4/9
Estimation Techniques
5/9
Estimation Techniques
6/9
Estimation Techniques
7/9
Estimation Techniques
Bayesian Estimation
Under the Bayesian framework, explain the following terms
I probability distribution function
I joint density function
I prior distribution
I posterior distribution
8/9
Estimation Techniques
Examples: Bayesian estimation
(a + b)
() = a1 (1 )b1 .
(a) (b)
9/9