"Математическая статистика", Райгородский А. М. 11.02.2021г.

Playlist:    • Лекции и семинары по курсу "Математическая...   Lesson Description: Risk Functions and the Empirical Distribution Function Subject: Mathematical Statistics Lesson Type: Lecture Instructor: A. M. Raigorodsky Physical Engineering Schools: Faculty of Economics, Mathematics, and Mathematics Date: February 11, 2021 Lesson Number: 2 00:00 - Start 02:40 - Risk Functions in Statistics 07:16 - Penalty Function 10:35 - Risk Function (Expected Value of the Penalty Function) 16:45 - An Approach to Choosing an Estimator Based on the Risk Function 24:00 - Example 40:00 - Exercise in Which $\xi_i$ is from the Binomial Distribution 43:35 - Empirical Distribution Function 53:05 - Unbiasedness Theorem for F Estimator 55:50 - ! Typo in the Definition of the Empirical Distribution Function 1:01:30 - Consistency Theorem for F Estimator 1:06:20 - Glivenko–Cantelli Theorem 1:09:20 - CLT and the Law of Large Numbers (Reminder) 1:12:10 - Kolmogorov's Theorem 1:17:10 - Questions