Tag: efficiency
Concepts
Interview Questions
- Two unbiased estimators, which one is efficient?
- The Cramer-Rao floor and how efficient the mean is
- Cramér–Rao bound for a Bernoulli proportion
- The best you can do, Cramér–Rao for an exponential
- Fisher information, how much a data point tells you
- When you know the variance structure, weight instead of just correcting
- Estimating the top of a uniform: max or twice the mean?
- When the median beats the mean: heavy tails
- Combining two noisy estimates optimally
- Divide by n, n minus 1, or n plus 1?
- Sample mean or sample median, which is more efficient?