The Score Function - Asymptotic Normality

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  • Опубліковано 22 вер 2024
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КОМЕНТАРІ • 16

  • @im7076
    @im7076 4 роки тому +4

    YESSSS THANK YOU! can’t tell you how grateful I am... was ready to fully give up on this exam. Never been able to find this actually explained lol

    • @statisticsmatt
      @statisticsmatt  4 роки тому

      Makes my day to hear this! Thanks for watching and good luck on your exam. Let us know how you do on the exam.

    • @im7076
      @im7076 4 роки тому +1

      statisticsmatt it went well all things considered, thanks again :)

    • @statisticsmatt
      @statisticsmatt  4 роки тому +1

      Good Job!

  • @magieskeleton
    @magieskeleton Рік тому

    This is very easy to understand! Thank you so much!

    • @statisticsmatt
      @statisticsmatt  Рік тому

      You're welcome! Many thanks for watching. Don't forget to subscribe and let others know about this channel.

  • @himm2003
    @himm2003 Рік тому

    Thank you so much for the video!! Just to confirm, at 8:17, f_theta(X_i) is a R.V. , where f_theta is the pdf of X?

    • @statisticsmatt
      @statisticsmatt  Рік тому +1

      The derivative of f_theta(X_i) is the RV. A function of a RV is itself a RV. Many thanks for watching. Don't forget to subscribe and let others know about this channel.

  • @entertaintvshorts
    @entertaintvshorts 3 роки тому

    Variance is a function of score function or sample size

    • @statisticsmatt
      @statisticsmatt  3 роки тому

      Will you point out where in the video is your question coming from? Many thanks for watching and don't forget to subscribe.

  • @duchengp2422
    @duchengp2422 Рік тому

    legend

    • @statisticsmatt
      @statisticsmatt  Рік тому

      Many thanks for watching! Don't forget to subscribe and let others know about this channel.

  • @wilmawachter5863
    @wilmawachter5863 Рік тому +1

    4:46 why isn't it l'' = f''/f - f'/f²
    why would one square f' in the second term?

    • @statisticsmatt
      @statisticsmatt  Рік тому +2

      Many thanks for watching. Don't forget to subscribe and let others know about this channel. Don't forget about the chain rule when you are taking a derivative. (f'f^{-1})' = f''f^{-1} + f'(-f^{-2})f'

  • @AlexeyMatushevsky
    @AlexeyMatushevsky 4 місяці тому +1

    Here is my missing peace i would like to share with thouse who are watyching 6:44
    $-\mathbb{E}[\ell'^2]=-\text{Var}(\ell')$ why?
    We should take a look the Variance definitione.
    $\text{Var}(\ell')=\mathbb{E}[\ell'^2]-(\mathbb{E}[\ell'])^2$ Since the $(\mathbb{E}[\ell'])^2=(0)^2=0$ Then $\text{Var}(\ell')=\mathbb{E}[\ell'^2]$
    I always forget about that property of the variance!

    • @statisticsmatt
      @statisticsmatt  4 місяці тому +1

      Many thanks for watching and sharing your thoughts! Much appreciated. Don't forget to subscribe and let others know about this channel.