estimator-defining equation

  • 1M-estimator — In statistics, M estimators are a broad class of statistics which are obtained as the solution to the problem of minimizing certain functions of the data. The process of obtaining an M estimator is called M estimation.Some authors define M… …

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  • 2Least squares — The method of least squares is a standard approach to the approximate solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. Least squares means that the overall solution minimizes the sum of… …

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  • 3probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… …

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  • 4Cauchy distribution — Not to be confused with Lorenz curve. Cauchy–Lorentz Probability density function The purple curve is the standard Cauchy distribution Cumulative distribution function …

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  • 5Maximum spacing estimation — The maximum spacing method tries to find a distribution function such that the spacings, D(i), are all approximately of the same length. This is done by maximizing their geometric mean. In statistics, maximum spacing estimation (MSE or MSP), or… …

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  • 6Mean — This article is about the statistical concept. For other uses, see Mean (disambiguation). In statistics, mean has two related meanings: the arithmetic mean (and is distinguished from the geometric mean or harmonic mean). the expected value of a… …

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  • 7List of mathematics articles (E) — NOTOC E E₇ E (mathematical constant) E function E₈ lattice E₈ manifold E∞ operad E7½ E8 investigation tool Earley parser Early stopping Earnshaw s theorem Earth mover s distance East Journal on Approximations Eastern Arabic numerals Easton s… …

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  • 8Fisher information — In statistics and information theory, the Fisher information (denoted mathcal{I}( heta)) is the variance of the score. It is named in honor of its inventor, the statistician R.A. Fisher.DefinitionThe Fisher information is a way of measuring the… …

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  • 9Invariant (mathematics) — In mathematics, an invariant is a property of a class of mathematical objects that remains unchanged when transformations of a certain type are applied to the objects. The particular class of objects and type of transformations are usually… …

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