Category Archives: statistics

Understand the Maximum Likelihood Estimation

Let , be iid random vector with density or probability function , where is the unknown parameter and suppose the true value of is . The likelihood function: The logarithm likelihood function: Note that these two functions are actually joint … Continue reading

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Hypothesis Testing Basics

: null hypothesis v.s. : alternative hypothesis Two kinds of errors 1. reject the truth: , ; size/significance level , the smaller(), the better 2. accept the false: , ; power , , the larger(), the better The power function … Continue reading

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