Collision 发表于 2025-3-26 21:14:50
http://reply.papertrans.cn/17/1677/167638/167638_31.png增减字母法 发表于 2025-3-27 01:06:58
A Central Limit Theorem for Stationary ,-Dependent Sequences,nce . of random variables means that, for each . and ., the distribution of the random vector . does not depend on . and thus is invariant to time shifts. In particular, all the . have the same distribution. Moreover, we assume that, for some non-negative integer ., this sequence is .-dependent, whiaphasia 发表于 2025-3-27 05:30:58
The Multivariate Normal Distribution,variate normal distribution. A .-dimensional random vector . is said to have a .-variate normal distribution if each linear combination of its components has a (possibly degenerate) univariate normal distribution. This definition immediately entails that any collection of components of . has a (loweNAVEN 发表于 2025-3-27 09:34:52
http://reply.papertrans.cn/17/1677/167638/167638_34.pngWATER 发表于 2025-3-27 14:37:50
http://reply.papertrans.cn/17/1677/167638/167638_35.pngdefinition 发表于 2025-3-27 17:45:56
http://reply.papertrans.cn/17/1677/167638/167638_36.png幻想 发表于 2025-3-28 00:24:45
http://reply.papertrans.cn/17/1677/167638/167638_37.pngKindle 发表于 2025-3-28 04:33:10
Maximum Likelihood Estimation,od of maximum likelihood (ML). This method, which has a long history, is applicable if the random variables on which the estimation is based have a density with respect to some dominating measure. The basic idea of ML estimation is to regard the parameter value that maximizes the joint density as a充满装饰 发表于 2025-3-28 06:56:36
Asymptotic (Relative) Efficiency of Estimators,formation inequality of Fréchet-Cramér-Rao that, under certain regularity conditions, provides a lower bound for the variance of an estimator. After pointing out the bias-variance-tradeoff in connection with minimizing the mean squared estimation error, a proof of the multivariate information inequa项目 发表于 2025-3-28 13:39:50
Likelihood Ratio Tests,tio tests. As with the method of maximum likelihood, these tests presuppose densities with respect to some sigma-finite dominating measure. The chapter starts with compiling basic notions, such as .. These concepts are illustrated with the one-sided binomial test. Then, the Neyman-Person likelihood