Asymptotic distribution of the maximum likelihood estimator(mle) - finding Fisher information

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  • Опубліковано 31 січ 2025

КОМЕНТАРІ • 18

  • @lolmomz
    @lolmomz 5 років тому +6

    My textbook is written in an exceptionally dry and formal way so I couldn't wrap my head around the subject. Glad I watched this video to clear things up. Thanks!

  • @DanielCollins419
    @DanielCollins419 4 роки тому +4

    Absolute maverick you phil mate, had no chance doing my homework before watching this banger of a video.

  • @sphelelendiyaza7682
    @sphelelendiyaza7682 Рік тому

    Exactly What I Wanted! Much Love From South Africa

  • @wpxfallen
    @wpxfallen 4 роки тому +1

    didnt exactly get what i needed, but the production quality is neat, i watched the whole thing nevertheless

  • @derinncagan
    @derinncagan 11 місяців тому

    It is a good explanation but showing that 1 over Information comes from Cramer Rao bound rule would be additionally good for the viewers to my perspective..

  • @murphp151
    @murphp151 3 роки тому

    how is it that you were able to say that the derivate squared was the same as - the second derivative ?
    Is that a rule I should know?

  • @Lovelifeplease
    @Lovelifeplease 8 років тому +3

    Good intuition in the explanation

  • @user-wr4yl7tx3w
    @user-wr4yl7tx3w 8 місяців тому

    why are the two expressions of the fisher info equivalent?

  • @florali8582
    @florali8582 7 років тому

    Thank you phil! Very helpful

  • @DanielSanchez-jh4kd
    @DanielSanchez-jh4kd 5 років тому

    How could you demonstrate this condition for the maximum likelihood estimator of a uniform distribution (0, θ)? Because the conditions of regularity are not met. Thank you very much in advance.

  • @fearlesspeanut6868
    @fearlesspeanut6868 4 роки тому

    Thanks for the video, is there a video explaining the proof of Fisher info is the variance of MLE though?

  • @AdiJ8
    @AdiJ8 6 років тому

    Great explanation!

  • @SameeK
    @SameeK 7 років тому +1

    which video do you explain on how to get that first derivative?

    • @PhilChanstats
      @PhilChanstats  7 років тому +1

      ua-cam.com/video/Fd7w1_x1Gn4/v-deo.html

  • @wildboar3170
    @wildboar3170 8 років тому

    Great video - what sketch software did you use?

  • @ebaizigea.a327
    @ebaizigea.a327 5 років тому

    It's seems you omitted an n on the denominator of the asymptotic variance.

  • @temmimelamis8554
    @temmimelamis8554 6 років тому

    Thank you so much