In this video, Estimation Theory is introduced in which unknown
parameters are estimated from data, rather than assuming that problems
can be described by fully known distributions or statistics. The
taxi-cab problem from Topic 11 is highlighted as an example. Examples of
parameter estimation problems are discussed, followed by the concept of
an estimator. The concept of distinguishing point-estimators from an
estimator as a random variable before a set of observations is
introduced, and a numerical example of the sampling distribution of the
sample mean is presented in depth.
PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.
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