Confidence intervals are computed from a random sample and therefore they are also random. The long run behavior of a 95% confidence interval is such that we’d expect 95% of the confidence intervals ...
Confidence intervals are computed from a random sample and therefore they are also random. The long run behavior of a 95% confidence interval is such that we’d expect 95% of the confidence intervals ...
Statistics has moved beyond the frequentist-Bayesian controversies of the past. Where does this leave our ability to interpret results? I suggest that a philosophy compatible with statistical practice ...
This paper develops a multivariate regression theory for integrated processes which simplifies and extends much earlier work. Our framework allows for both stochastic and certain deterministic ...
Measurement error models address the deviation between observed and true values, thereby refining the reliability of statistical inference. These frameworks are ...
Properties of estimators: unbiasedness, consistency, efficiency and sufficiency. Methods of estimation with particular emphasis given to the method of maximum likelihood. Hypothesis testing and ...
This course is compulsory on the MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) (LSE and Fudan), MSc in Statistics (Financial Statistics) ...
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