3858 Tutorial Lecture 8 March 29, 2017 Yifan Li.

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Presentation transcript:

3858 Tutorial Lecture 8 March 29, 2017 Yifan Li

Bootstrap (parametric & non-parametric) Our previous guess is not complete. I confused the var of MLE (Fisher information) with the var of the moment estimators (which is hard to compute). Delta method (two variables) tells us this limiting distrobution is also normal. Actually, they are both robust. Non-normal limiting distribution Small sample

Some interesting videos Bayes rules https://www.youtube.com/watch?v=BcvLAw-JRss bayes vs frequentist https://www.youtube.com/watch?v=r76oDIvwETI&t=56s