What is the relation between estimator and estimate?
Feb 24, 2011 · In Lehmann's formulation, almost any formula can be an estimator of almost any property. There is no inherent mathematical link between an estimator and an estimand. However, …
What is the difference between an estimator and a statistic?
An "estimator" or "point estimate" is a statistic (that is, a function of the data) that is used to infer the value of an unknown parameter in a statistical model. So a statistic refers to the data itself and a …
What is the difference between a consistent estimator and an unbiased ...
An estimator is unbiased if, on average, it hits the true parameter value. That is, the mean of the sampling distribution of the estimator is equal to the true parameter value.
Notation in statistics (parameter/estimator/estimate)
Aug 2, 2018 · We use an estimator which books usually denote by ˆθ. The estimator is a random variable! Usually we seek E[ˆθ] = θ and so on and on, anyways. An estimate is the value we obtain …
Estimator for a binomial distribution - Cross Validated
Oct 7, 2011 · How do we define an estimator for data coming from a binomial distribution? For bernoulli I can think of an estimator estimating a parameter p, but for binomial I can't see what parameters to …
random variable - When is the median-of-means estimator better than …
May 22, 2023 · As discussed in the above notes, or also in (math.ST:1509.05845), the median-of-means estimator gives finite-sample exponential concentrations guarantees. It is also my understanding …
ML vs WLSMV: which is better for categorical data and why?
I was wondering which is a better estimator to use for categorical data: ML or WLSMV. I saw on a discussion on the Mplus website that they recommend WLSMV for categorical data but didn't explain …
r - Lavaan Estimator - Cross Validated
Jul 16, 2024 · I am using Lavaan, and my data is non-normal (right skewed) and small (90 obs for each time). Should I use MLR or MLM estimator? I ask this because I am getting much better results with …
When is a maximum likelihood estimator biased? [duplicate]
Feb 25, 2025 · It is known that maximum likelihood estimators (MLE) can be biased. Can we predict whether a given distribution and parameter of interest will produce a biased MLE? On what …
Cramer-Rao bound for biased estimators - Cross Validated
Nov 16, 2023 · Now say you have an estimator, and you are able to do the bias variance decomposition above in relation to some test-data. How might you asses whether your estimator is as precise as it …