Machine learning/Statistics Fundamentals

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Point estimation is the process of calculating a statistic from a sample dataset.

  • A point estimator is any function for a sample.
  • Therefore, any statistic is a point estimator

Methods of finding point estimations

  • Method of Moments
  • Maximum Likelihood Estimators
  • Bayes Estimators
  • Maximum a posteriori estimator

Bayes Estimators[edit | edit source]

Using the Bayesian rule

Where is the sample dataset.