{ "cells": [ { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# 11. Limits, Convergence, and Estimation\n", "\n", "## [Mathematical Statistical and Computational Foundations for Data Scientists](https://lamastex.github.io/scalable-data-science/360-in-525/2018/04/)\n", "\n", "©2018 Raazesh Sainudiin. [Attribution 4.0 International (CC BY 4.0)](https://creativecommons.org/licenses/by/4.0/)" ] }, { "cell_type": "markdown", "metadata": { "deletable": true, "editable": true }, "source": [ "# Inference and Estimation: The Big Picture\n", "\n", "- Limits\n", " - Limits of Sequences of Real Numbers\n", " - Limits of Functions\n", " - Limit of a Sequence of Random Variables\n", "- Convergence in Distribution\n", "- Convergence in Probability\n", "- Some Basic Limit Laws in Statistics\n", "- Weak Law of Large Numbers\n", "- Central Limit Theorem\n", " \n", "\n", "### Inference and Estimation: The Big Picture\n", "\n", "The Markov Chains we discussed earlier fit into our Big Picture, which is about inference and estimation and especially inference and estimation problems where computational techniques are helpful. \n", "\n", "
\n", " | Point estimation | \n", "Set estimation | \n", "
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" Parametric \n", "\n", " | \n",
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" MLE of finitely many parameters | \n",
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" Confidence intervals, | \n",
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" Non-parametric | \n",
"coming up ... | \n", "coming up ... | \n", "
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" One/Many-dimensional Integrals | \n",
"coming up ... | \n", "coming up ... | \n", "
Likelihood function for Bernoulli process, as $n$ goes from 1 to 1000 in a continuous loop. | \n", "
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Normal curve animation, looping through $\\sigma = \\frac{1}{i}$ for $i = 1, \\dots, 25$ | \n", "
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