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Summarizing Performance Data Part 2 PowerPoint PPT Presentation


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Summarizing Performance Data Part 2. Important Easy to Difficult Warning: some mathematical content. Estimation Theory again. We will see some results that are a little more complicated to formulate but are interesting due to their generality We will also see the impact of non iid-ness.

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Summarizing Performance Data Part 2

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Summarizing performance data part 2 l.jpg

Summarizing Performance DataPart 2

Important

Easy to Difficult

Warning: some mathematical content

1


Estimation theory again l.jpg

Estimation Theory again

  • We will see some results that are a little more complicated to formulate but are interesting due to their generality

  • We will also see the impact of non iid-ness

2


Parametric estimation theory l.jpg

Parametric Estimation Theory

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Fisher Method for CI for 

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Profile Log Likelihood Method

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Find the Box-Cox Exponent

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CI for Box-Cox Exponent

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Fisher Information Matrix for (, , s )

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Non-IID Data: Joe’s Cash Register

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Lag Plots show Some Correlation at lag 1

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