This page collects material on statistical estimation from several parts and projects. Where the course started with the binomial distribution explained in few videos and detailled exercises, this page starts with estimation of the mean, covering the theoretical detail.
Point Estimation | Videos | Time | Slides | Reading | |
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Key concepts (Point) Estimator, Normal Distribution |
Point Estimation (Introduction to Estimation and Statistical Inference) | MPEG4 / OGG | 4:43 | ||
The Sample Mean (Point Estimation by Example) | MPEG4 / OGG | 7:36 | |||
The Standard Error (The Random Nature of Estimators) | MPEG4 / OGG | 5:10 | clean annotated |
Frisvold and Moe page 147 | |
The Central Limit Theorem (Probability Distributions of Estimators) | MPEG4 / OGG | 8:01 | clean annotated |
Frisvold and Moe pp. 120+, 132. | |
The Distribution of the Sample Mean (Sample Size and Standard Error) | MPEG4 / OGG | 4:14 | |||
Estimating the Standard Error | To appear | clean annotated |
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Interval Estimation | Videos | Time | Slides | Reading | |
Key concepts Confidence Interval, Normal Distribution |
Interval Estimation (What is the Confidence Interval?) | MPEG4 / OGG | 6:17 | Frisvold and Moe pp. 147-148, 163-165. | |
Error Margin (Estimating the Mean with Known Variance) | MPEG4 / OGG | 11:17 | clean annotated |
Frisvold and Moe pp. 149-150. | |
Confidence Interval for the Mean (From Error Margin to Confidence Interval) | MPEG4 / OGG | 4:29 | |||
Calculating a Confidence Interval (First Example) | MPEG4 / OGG | 7:39 | clean annotated |
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Estimation with Unknown Variance (Introduction and Overview) | MPEG4 / OGG | 7:41 | Frisvold and Moe page 151-153 | ||
Estimating the Mean from Small Samples | Videos | Time | Slides | Reading | |
Key concepts (Point) Estimator, Normal Distribution |
Estimating the Mean from Small Samples (Student's t-distribution) | MPEG4 / OGG | 6:13 | Frisvold and Moe pp. 135-136, 151-153. | |
Estimating the Mean (Exercise Example) | MPEG4 / OGG | 8:39 | clean annotated |
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Binomial Distribution (from the Coding Theory Project) | Videos | Time | Slides | Reading | |
Key concepts (Point) Estimator, Normal Distribution |
Decoding Error Probabilities (A Case for Estimation) | MPEG4 / OGG | 9:03 | clean annotated |
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Estimating Error Probabilities (Point Estimation) | MPEG4 / OGG | 6:31 | Frisvold and Moe pp. 145-147. | ||
Binomial Probabilities (solving the exercise from the previous video) | MPEG4 / OGG | 6:08 | |||
The Distribution of the Error Rate (The Normal Distribution) | MPEG4 / OGG | 7:51 | clean annotated |
Frisvold and Moe pp. 120+, 132. | |
Estimating Binomial Proportions
(The Confidence Interval) |
MPEG4 / OGG | 9:59 | Frisvold and Moe pp. 167-169. | ||
To apper (maybe) | Videos | Time | Slides | Reading | |
Sample Size
(Estimating Proportions close to 1 or 0) |
to appear | 167-169. | |||
Mean and Variance of Continuous Distributions | Might appear. |