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  2. Estimation theory - Wikipedia

    en.wikipedia.org/wiki/Estimation_theory

    Estimation theory is a branch of statistics that deals with estimating the values of parameters based on measured empirical data that has a random component. The parameters describe an underlying physical setting in such a way that their value affects the distribution of the measured data.

  3. FAME (database) - Wikipedia

    en.wikipedia.org/wiki/FAME_(database)

    FAME Desktop Add-in for Excel: FAME Desktop is an Excel add-in that supports the =FMD(expression, sd, ed,0, freq, orientation) and =FMS(expression, freq + date) formulas, just as the 4GL command prompt does. These formulas can be placed in Excel spreadsheets and are linked to FAME objects and analytics stored on a FAME server. Sample Excel ...

  4. Regression analysis - Wikipedia

    en.wikipedia.org/wiki/Regression_analysis

    A given regression method will ultimately provide an estimate of , usually denoted ^ to distinguish the estimate from the true (unknown) parameter value that generated the data. Using this estimate, the researcher can then use the fitted value ^ = (, ^) for prediction or to assess the accuracy of the model in explaining the data.

  5. Variance inflation factor - Wikipedia

    en.wikipedia.org/wiki/Variance_inflation_factor

    In statistics, the variance inflation factor (VIF) is the ratio of the variance of a parameter estimate when fitting a full model that includes other parameters to the variance of the parameter estimate if the model is fit with only the parameter on its own. [1]

  6. Baum–Welch algorithm - Wikipedia

    en.wikipedia.org/wiki/Baum–Welch_algorithm

    The Baum–Welch algorithm uses the well known EM algorithm to find the maximum likelihood estimate of the parameters of a hidden Markov model given a set of observed feature vectors. Let X t {\displaystyle X_{t}} be a discrete hidden random variable with N {\displaystyle N} possible values (i.e.

  7. Method of moments (statistics) - Wikipedia

    en.wikipedia.org/wiki/Method_of_moments_(statistics)

    In statistics, the method of moments is a method of estimation of population parameters.The same principle is used to derive higher moments like skewness and kurtosis. It starts by expressing the population moments (i.e., the expected values of powers of the random variable under consideration) as functions of the parameters of interest.

  8. Maximum likelihood estimation - Wikipedia

    en.wikipedia.org/wiki/Maximum_likelihood_estimation

    In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model , the observed data is most probable.

  9. Generalized estimating equation - Wikipedia

    en.wikipedia.org/wiki/Generalized_estimating...

    In statistics, a generalized estimating equation (GEE) is used to estimate the parameters of a generalized linear model with a possible unmeasured correlation between observations from different timepoints. [1] [2]