# estimation's questions - English 1answer

2.182 estimation questions.

### 1 Bivariate probit with a fixed rho

0 answers, 14 views r estimation maximum-likelihood probit
In a series of papers by Altonji, Elder and Taber -- for example 1 -- they check the robustness of bivariate binary choice models by seeing what values of $\rho$ (the correlation coefficient between ...

### 4 Deriving the Maximum Likelihood Estimation (MLE) of a parameter for an Inverse Gaussian Distribution

Given the following likelihood function $$f(y|x,\tau) = \prod_{i=0}^Nf_T(u_i-x_i-\tau) \tag{1}$$ where, $f_T(t)$ is the probability density function of an Inverse Gaussian distribution given by ...

### Estimate number of objects in an environment given agent's observations

I'm solving a reinforcement learning-like problem, where I have an agent trying to survive in a 2D room. These room contains a finite and constant number of moving objects that interact with an agent. ...

### Why, *intuitively*, in regular parametric problems, does uncertainty go down at a $\sqrt{ n }$ rate on the SE/posterior SD scale?

consider the simplest regular statistical inference problem: $( y_1, \dots, y_n | F ) \sim$ $\text{IID}$ from a cumulative distribution function $F$ on $\mathbb{ R }$ with mean $\mu$ and finite ...

### 1 Regression with multidimensional output variable Y

Say we have an $N \times q$ matrix $Y$ with $N>q$. Also, we have an $N \times p$ data matrix $X$. We are interested in a model of $Y = X \times W + \epsilon$, where $W$ is a $p \times q$ matrix ...

### How to estimate parameter in simulation?

1 answers, 27 views r estimation simulation
I am fairly new to R and is exploring simulation to estimate the parameter n: 1) Z is a vector of n draws from N(0,1) 2) Probability of max(Z)>4 equals 0.25 What is the best way in R to estimate ...

### 11 James-Stein Estimator with unequal variances

1 answers, 1.403 views estimation shrinkage steins-phenomenon
Every statement I find of the James-Stein estimator assumes that the random variables being estimated have the same (and unit) variance. But all of these examples also mention that the JS estimator ...