Method of Moments Estimation

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  • เผยแพร่เมื่อ 4 ก.พ. 2025

ความคิดเห็น • 60

  • @zachariea
    @zachariea 4 ปีที่แล้ว +148

    You just explained in 3 minutes what my lecturer couldn't explain in 1 hour and 30 minutes. Thanks a lot.

  • @weihengzhang3618
    @weihengzhang3618 2 ปีที่แล้ว +25

    Well another 3 min video that is better than my professor’s three pages of notes

  • @TheAeolys
    @TheAeolys 3 ปีที่แล้ว +11

    The 8-bit music at the end makes me feel like I leveled up after having watched.

  • @joshuakafotokoza1501
    @joshuakafotokoza1501 6 ปีที่แล้ว +32

    I did make it to the end. Thank you. You're the real MVP for Making it this simple to understand :)

    • @mathetal
      @mathetal  6 ปีที่แล้ว +2

      thanks ^_^

  • @songweimai6411
    @songweimai6411 4 หลายเดือนก่อน +1

    A sample, typical and explicit example is tremendous useful. Thank you.

  • @blueveins3238
    @blueveins3238 5 ปีที่แล้ว +10

    Beautiful video! You made this concept so much easier and I was really stuck on it!

  • @yoelgarcia5048
    @yoelgarcia5048 4 ปีที่แล้ว +8

    wow i wish stats instructors explained this like you did

  • @tanohcedrick708
    @tanohcedrick708 6 ปีที่แล้ว +4

    thanks for all !!!!
    You uploaded it the day of my birthday !!!!
    Even if i come from Ivory Coast , i understood your explanation !!!
    Thanks a lot !!!!
    ^_^

  • @danielreeves9785
    @danielreeves9785 2 ปีที่แล้ว +3

    Great example and explanation!

  • @shantanusingh7573
    @shantanusingh7573 2 ปีที่แล้ว +4

    Hey, thank you for sharing this. At 3:28, you've referred to X-bar as mu and then used that mu = a*theta/a+1. But we used that equation to relate theta-hat and X-bar already, as X-bar = a * theta-hat/a+1. Substituting mu as a*theta/a+1, makes this entire calculation trivial and hence the proof incorrect, right?
    Easier example to help follow my argument:
    We define A = 3B + 2, Now we want B-hat as our estimator and see if its unbiased.
    So we write B-hat = (A-2)/3. Setting expectations on both sides, we get E(B-hat) = (E(A) - 2)/3. But E(A) = 3*E(B) + 2, from our 1st equation.
    Now if I substitute that, I get E(B-hat) = E(B) and hence B is an unbiased estimator.
    Is the above logic correct? If yes, then can we say that A and B are related using a linear map M: B->A, then B is always an unbiased estimator for A?

  • @batesi
    @batesi ปีที่แล้ว +1

    no you're the real mvp!!

  • @sauerkrautlanguage
    @sauerkrautlanguage 2 ปีที่แล้ว +1

    liked subscribed and rang notification bell. Godly explanation

    • @mathetal
      @mathetal  2 ปีที่แล้ว

      thank you (.❛ ᴗ ❛.)

  • @zafarnasim9267
    @zafarnasim9267 ปีที่แล้ว +1

    Nice and simple :)

  • @cozyASMRing
    @cozyASMRing 5 ปีที่แล้ว +1

    You are my savior

  • @ahmadatta66
    @ahmadatta66 4 ปีที่แล้ว +1

    THANK YOU!

  • @novalovejoy1922
    @novalovejoy1922 3 ปีที่แล้ว +2

    muchas gracias

  • @AnshMehulMehtaB22CS012
    @AnshMehulMehtaB22CS012 ปีที่แล้ว +1

    Nice video

  • @ehsamproduction
    @ehsamproduction 10 หลายเดือนก่อน

    Is there a difference in the workings if a is unknown?

  • @devoncompton4531
    @devoncompton4531 5 ปีที่แล้ว +1

    Meaning that, yes the MM is an unbiased estimator or the sample given (sigma)? Because is or isn't the MM a biased estimator for the sample mean?

  • @alexritter5282
    @alexritter5282 5 ปีที่แล้ว +1

    holy shit thank you for making this

  • @مصطفىعبدالجبارجداح
    @مصطفىعبدالجبارجداح 4 ปีที่แล้ว

    بارك الله فيكم وجزاكم الله خير الجزاء

  • @anshulsomvanshi9483
    @anshulsomvanshi9483 6 ปีที่แล้ว +1

    Thanks a lot!!

  • @ezraezekielemmanuel1254
    @ezraezekielemmanuel1254 ปีที่แล้ว

    Pls ma, I need an estimator of tither from that distribut using the method of maximum likelihood. Thanks

  • @The13mahfuz
    @The13mahfuz 5 ปีที่แล้ว

    How do you write E(Xbar)=a.theta/a+1 ???? in case of unbiased estimate at 3:30 min

  • @cync1149
    @cync1149 5 ปีที่แล้ว +1

    omg thank you so much!

  • @mysterious3994
    @mysterious3994 ปีที่แล้ว

    wat if expected value of theeta delta was not equal to theta?

  • @JinaneJouni
    @JinaneJouni 4 ปีที่แล้ว +3

    Is there any name for this distribution? I've been looking for a similar one, where theta is fixed to one, and we're estimating "a"

  • @momensorry3238
    @momensorry3238 3 ปีที่แล้ว +2

    Your sound when you're talking is like to the song " happy birthday to you" as " a theta times x" 😅😅😅
    Great work keep going 🌹

  • @jfuen3784
    @jfuen3784 4 ปีที่แล้ว

    Why did she integrate the x* first Moment

  • @katychaimae7033
    @katychaimae7033 6 ปีที่แล้ว +2

    thank you a loooooooooot

    • @mathetal
      @mathetal  6 ปีที่แล้ว

      you're welcomeeeeeeeeeeeee :)

  • @TheDNCatzGaming
    @TheDNCatzGaming 5 ปีที่แล้ว

    When would it make sense to use the summation notation for expected value vs. the integral notation?

    • @danielamejia
      @danielamejia 5 ปีที่แล้ว

      Summation notation is for discrete distributions, integration notation is for continuous distributions

  • @MaxAtkinsonGuitar
    @MaxAtkinsonGuitar 6 ปีที่แล้ว +1

    Where does the *x^a-1 (from the p.d.f) disappear to??

    • @anthonyclarke7993
      @anthonyclarke7993 6 ปีที่แล้ว +4

      Notice that another x is being multiplied therefore you can.employ laws of indices, ie same base and since they are being.multiplied we add the powers, x has a power of 1 and the other x has a power of a-1, so in adding the power it's a-1+1 which leads to just a so that's why it becomes x^a and the original x^a-1 disappears

  • @arshiyaa3516
    @arshiyaa3516 4 ปีที่แล้ว

    Can u pls suggest me a book having these kind of problems which would be very much helpful for me??

  • @mysterious3994
    @mysterious3994 ปีที่แล้ว

    ik how to solve it, but not seeing its application will make me forget it sooner

  • @rin_8331
    @rin_8331 หลายเดือนก่อน +1

    Wow

    • @rin_8331
      @rin_8331 หลายเดือนก่อน

      I suppose someone who like my comment just now is going to have the statistic test today🗿

  • @Stalitsa007
    @Stalitsa007 5 ปีที่แล้ว +1

    Hi, I would like to ask how do you calculate the confidence intervals of the estimators.

    • @depressivepumpkin7312
      @depressivepumpkin7312 2 ปีที่แล้ว

      henlo from 2022, for point estimators you don't count them, you only count them for the interval method

  • @alexlucas2420
    @alexlucas2420 7 ปีที่แล้ว +3

    Brilliant video , but it's meant for people that are learning the topic so you need to slow it down a bit ! Nevertheless extremely helpful

    • @wowZhenek
      @wowZhenek 6 ปีที่แล้ว +2

      put 0.75 speed, lol

  • @ajsdoa6282
    @ajsdoa6282 6 ปีที่แล้ว

    how to calculate the second moment!?

  • @fanfanjohn3207
    @fanfanjohn3207 5 ปีที่แล้ว +1

    Time to do the ASSinment, oh wait, let me copy ur method first:(

  • @jasleen5675
    @jasleen5675 4 ปีที่แล้ว

    Q: Find estimator of parameter 'lemda' of the poison distribution by method of moments. Ans: est. of lemda' = m ; where m is sample moment ( Plz reply)

  • @ashishmaknikar4636
    @ashishmaknikar4636 6 ปีที่แล้ว

    why are you integrating only upto theta

    • @mathetal
      @mathetal  6 ปีที่แล้ว +2

      we're integrating x (i forgot to write dx at the end) and we're given in the problem that x is from [0, theta]

    • @Romnia007
      @Romnia007 6 ปีที่แล้ว

      Because those are the bounds of the pdf if you look at the original problem

  • @awindaphilip
    @awindaphilip 6 ปีที่แล้ว +6

    I swear i would marry you right now if i knew you. Exactly what i was looking for.

  • @tanmaywani7199
    @tanmaywani7199 ปีที่แล้ว +1

    Face Reveal

  • @theartemisgland
    @theartemisgland 6 ปีที่แล้ว +1

    Put to 0.75 or 0.5 speed

  • @fatsquirrel75
    @fatsquirrel75 6 ปีที่แล้ว +3

    Helpful, but WAY too fast.

    • @crhis4089
      @crhis4089 5 ปีที่แล้ว +1

      put speed at 0.25

  • @julianaorcasitas7891
    @julianaorcasitas7891 2 ปีที่แล้ว +1

    too fast!!!!😂