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  2. Maximum likelihood estimation - Wikipedia

    en.wikipedia.org/wiki/Maximum_likelihood_estimation

    Consider a case where n tickets numbered from 1 to n are placed in a box and one is selected at random (see uniform distribution); thus, the sample size is 1. If n is unknown, then the maximum likelihood estimator n ^ {\displaystyle {\widehat {n}}} of n is the number m on the drawn ticket.

  3. M-estimator - Wikipedia

    en.wikipedia.org/wiki/M-estimator

    In statistics, M-estimators are a broad class of extremum estimators for which the objective function is a sample average. [1] Both non-linear least squares and maximum likelihood estimation are special cases of M-estimators. The definition of M-estimators was motivated by robust statistics, which contributed new types of M-estimators.

  4. Bootstrapping (statistics) - Wikipedia

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

    Given an r-sample statistic, one can create an n-sample statistic by something similar to bootstrapping (taking the average of the statistic over all subsamples of size r). This procedure is known to have certain good properties and the result is a U-statistic. The sample mean and sample variance are of this form, for r = 1 and r = 2.

  5. Sampling distribution - Wikipedia

    en.wikipedia.org/wiki/Sampling_distribution

    In statistics, a sampling distribution or finite-sample distribution is the probability distribution of a given random-sample-based statistic.For an arbitrarily large number of samples where each sample, involving multiple observations (data points), is separately used to compute one value of a statistic (for example, the sample mean or sample variance) per sample, the sampling distribution is ...

  6. Estimation of covariance matrices - Wikipedia

    en.wikipedia.org/wiki/Estimation_of_covariance...

    The sample covariance matrix (SCM) is an unbiased and efficient estimator of the covariance matrix if the space of covariance matrices is viewed as an extrinsic convex cone in R p×p; however, measured using the intrinsic geometry of positive-definite matrices, the SCM is a biased and inefficient estimator. [1]

  7. Estimator - Wikipedia

    en.wikipedia.org/wiki/Estimator

    An asymptotically normal estimator is a consistent estimator whose distribution around the true parameter θ approaches a normal distribution with standard deviation shrinking in proportion to / as the sample size n grows.

  8. 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.

  9. Sample mean and covariance - Wikipedia

    en.wikipedia.org/wiki/Sample_mean_and_covariance

    Thus the sample mean is a random variable, not a constant, and consequently has its own distribution. For a random sample of N observations on the j th random variable, the sample mean's distribution itself has mean equal to the population mean () and variance equal to /, where is the population variance.