You are on page 1of 20
c wn WE KA OW THAT SOORCE 40 ALEWR. NOMAD. - Pot) TION. C feom. tase ESTIMATE HAYDEL a ~. OR. ARRIVAL _TULES..OF SI6wAL FOR LV bw ye — —__enyqrep_ AT _t =To WE pencope a fos tothe pec <= 2 a a - nee a NOME. a wo AS OME. ERIE Ah ZERO MEM, ON CORRELATED. WITH VAR MAW CE OP JM PRALTIO, WE Do wer Kew PPE OF belo - pEperac_ow fay a be! ebm - TRA pce. faeelve Seeune (ae worst) oa opt wa HOW Cour he Féyp te 2 6x, y 78. EL z ithe NEW. ROLLE] 0p EED. veels ir — MOST RELATE AOC ZED DPATA_Po..o f Ka ede Ogee) ™— ee ‘1 Lecatin of jth AN Tenn wo RE a Xs, 6 Yee Saath WE CAM Le PARTE Arbol wore At PIL 4 The of ke 2 Rast oe ax ae? a =F a - o © Ba, oO Ty Pa pon OE Rel Ka Ys do a AOU Cha, fot - _ 7 - : - - — Aut __Xo-Xs = Core, . Rug _ —— _ . Aone = Sie _ a Ray me BEE Tot hae BLE Efe LEB gg pe —— So Oy ee _ "Keown Keloirn Kae bens - 4 fet be > Rag brew ps Svamento < Te GEL AIP_0f Ts... _v.se..T iq € DIF FERENCE... — oO mee AL sie treeewT SC Tpoh!t oe = Ces kp Cos kp, ) Ske Fe tt OS ces 6,98 Yn PH EC~ Ecer BAy ng et Now we RYE. OUR LN ERR foDER With Be Licks aye 7 a ko 7 en re ~ OTR 7 UOT Lp Fp By oe OT €,-€e — ws fe YN a MOTE TRAY The. wolv€.IS Wow. rowan THE DIFFEREN Gn 6. poe To TO LFLAD COVER Ale ‘Tor poo...0 eo PAO ef yf | ot oor | Lod ~ —. . A= ez el Ag (elt) > Aart bh? 2 g>hat VAST BT EZ — - coe o> Cpt (nary | SOURCE 6 1 2 ~ a Aap eet a . Stor Sy ox T Le 6070 Cre 0) | Xs = Fon wk ye - FoR SMALL . VARIANCES A. SHOULD 6& Ceose, o..2emo. =) ywCaense dA on BASELINE OF RRAAY SHovlD GE LALGE. co He fee — frye, EST A-Chunfcy FoR Spar PANGES, CHAPTER V-Max mv LyRELpooD ESTIMATION. - THIS 14. THE. "Tun THE CRAKS fRocepUne , a VIED ew Ato r Arr PRactear Cy cree. ee Blt RoximaTey My Ertinator ( pcrvarey EFFICIENT) Fok LARGE pArA eEcoars. EK AMPLE 8 DE LEY ELIN. Wot pte. DIFJED. woe XK Ld) = At oe } WEN WITH VARIANCE AL USK 0 rw Care = a APL ROACHES ! - - Vv CRe$ - oe BY RE LS , Tree ir seen: a aghag Zo ta-ag™ oe Yo plh A) > Aye art — + oF Cetv-a + aR berms a * “Chee tA g “ = La) (A-a) ad SA A 106 wo DOE SIT BPP ERR AS SF CREO ATTA ED 7 a A N(AF4D i ~ oo Y TY..T_ FARLTOR Pp pF --p a . AE laa) > EM an eA > < ey fASLURE SS 4S CoMPLETE AD TRY Tr. — AID EUW TION To A AKE IT UAB LER “2 ALTERPATIVELY, — SryCE Xbo) pS UM BIASED.. _ ESTIMATOO OF A Thy wo AE EC KO AE Mei) T2° DIFFICULT. MATHEMATICALLY. we PRopore THE FoliowmwG: Find Are TART Atl. ASHMPTONIALLY OP TIL 0 AL N+ ECAJ PA VAR LAL RL 2 Asveaetericnty. EFFICIENT =S we ALPE TON ALY SIV. Consider = 2 + | HE He ae BIAS since ECA) = e(- BALDELLI eM | A LEANER EL Ee = BY cra) HV 108 . ~ oO ~ ~ r Co ett Pate 2 HE ECA A A Son ABLE. iM THAT AS waco _ _ AE whee pp Cut) = AAY i DAA BY La oF Lance — i BERS _— x ee _ AIS Sarp_Te s&€ conser, CAL LEAST fot EaAtGe para RELRPS ESTIMATA —-YIStpc Tyre VALVE) __ wo DO ED ER Ard VAR ANCE. APPROXI = ATO CAS WD 8) WE Cf Lf ORR DE - ESTIMA TEA 4. - - AA LARGE Wv. --- —-—~ Lialerk merle plod Abou r Ua he FECL in) ) roa pene 7 (ee x A 4 (He 4 (yn bey >> - a he a A ~ - Ok . A= At Ls *Lalm y st ExrLar- A oe — wo VK ALLS ASN DOH 2. ECR)= a DD ASYmPTITNLLY UNaIASED Ars y = 7 — bak Cer Gal) a MODF AS (x7 La) = el xtin) - wn . we EL (Atw Ed) I) - 67 Ox Lal) BC rae ECA twhrsst) = e(Z, CE) AP wen *) = eC wth) + Chat FC wrt) + pt a Conn oppor monmwnr =e) - - = sA eta tae ve (ethos 2 art bate gt - 4-2 “ =A +oa* _ _ x Yn 2 .) Van (hrm Ye var (atre) NCAt Re) SHEDLBA 2 GAULT fw = LYN ERR FUN ETI on os ~ 4 ZR led a n 2 AEB pe Ul, Pol a n w 2) ASYMPTOTICALLY EFFICIENT 3) a GAVvSOIAW ASYMPTOTICALLY MY oe DA SV 010 TOT ALLY 6 PT IMA a Flwbive (tee DEFINI They 3) ILE OF 8 IS THAT VALVE (MIBXIITING gp CK 584 OVER ALLOWRELE RANGE oF & ___FATIONALE? (Fo k= ho ORSERVED —__ Pf CK= Hj 07 ce Li/Kett Hosp. LYNE Tow oo _ a _ oo AL OF or PAO BABILITY OF 0 BYERVINE X= Xo _ AS SAALL. DUT WE DI>d CASERVE. K= Xp > PRobAgILITyY prusT Have been LARGE > - GE Be IS MORE. REASONABLE. OUR ESTIMATE SHevts Ge 6 * Or = ARE MAX POEL OS, o 7 Ma + _ ples J_fok GiWEw Oo = fDF_oF x PEG Fok €1vew xX = L/KELtPOOp - FE YACT ION ne i EXAMPLE 1 AREbove lag ele 7 i i) pl > Spee ° PES ( SOMETIMES we ARE LUCKY AW? TILE Wretps pw EP FICIENT ESTIMATOR For_ FINITE DATR RECORDS. DE Levret In wew > Be SF Eun f a a i ce Known TO BE EFPICIEw7T. oo, - a — TRUE _fv_6 Ewe hl VE EFFICIENT ES TILA OR a EXIT ALE Wi bel EI To. - ee (ILE PROPERTIES AL ND oo, 8 ~ Aa C0, Ie) DP ney PRE GAUSS fw . . . on OA wle xlow A= AYMPTONALLy ia EXAMPLE : Bo LE rel yh Wow — f1° DIF YEP HOW LARGE AULT Ww BE Fok. AS¥YHPTOHE RESULTS To ateey 2 VIE PION TE CARLO Copp eTE SUE ULATION ~ Z Moan ‘ Ea) = Gz Ae 1757000 LEALIZATI OWS esr ipte> a oa a A Sih) = we @Ge- ely )~ one Pot ARI Resvere PRE x “a wv ECA? Nn VAR (AD £ 2.954 Game 10 a976 O, bye “Ss Oo, FFt Ob FL 20 o,t7b (0,967 0.7°7 (0. 649)* 257 2 98 e.4rt THERE TICAL —? L£ a6e7 = AL Aart * p= Sooo JO ASSES PPP RECALL A ® WA, TCAD) = Cb, Ay) otan SN CD YvoatsiH IM Add Watemoast, -~ 2 Twas 0) aot an’? oT 1o8 “ub qt FUA9I4 ape ast ae" aie y i a a “ é \ L901 3 If — Fad 2UBLAMSY BoUsmayL —* “2 SO MARY SOM MARY Aug ex we, res), a BSLAPTOTICRLLY = =UNB ASE ASpweTomeatey ATTAINS C2L8 » AsyrieteticaiLy EfFIC/ens = OPTIMAL Fe LARGE DATA LEC OADS USvALLyY N DoESsS Nor -RVE To gE YeRny ZAC EXAMPLE PHASE ESTIPA TION x Cals A cos (ayton +P) HW has D wes A, to Kv own RECALL WO Syy6LE SO fork apy PRObLEYT Tilx) = < xlal Cos tafoa rs Te (4) = E AW Lear fon ue - Lb - acomar tato)| * POLO? Bap © MYST PIN MILE i; Tp) = z [4 las - feos C 2h ons gp) 7 2 z L via) - Aces (27 Ans 0) J AL farbonsb) tg . =o DE kb sy Corben 6) = FSi lowhn «cor L 2rfont p) So L Syn (arrfe nr B) Costezrho0e @ 7 z Sin (49% .942$) cen PbO > Z Kia) Suv Carfonsg) = 0 L £00 nw Githea) Os $ = -— Zia) Cashag for) a a SING 4 ZL £27 Fon ff 7 - AacTiw * Z Ltr) cos ap ton a “9 Nore Ther ey (1g Fad > Feneti of 4. This with Always b& THE ASE. rp SL's BUST, ple WILe BE A Function OF BMT. way? T0 AEPESS PERFRMAWCE OF LE? “ $ aule clo kecpee War Tips >= WM Age é z > Mar) = i “Pp Psa How Linc Des wo pe ro ge! Fae Aas, Fe= 0,08, P= WIy , OP 05 nw ely weve Cp) HowTE 7 o. 2ae 0.09 7F cReL? He 0. Mb oO. sek Santen bo °, 7 oH? Fo 0: 09 0, OF F y THER TICAL ~ ¢ 207s WRC AP = ot NEED AGoUT W Bz &e fee PLSO IN TERerT AG TO ASSESS PERF AM py cE YS IWR PLOT (0406), HCP) VS ~WR, AS wel. AS CRLLG. ; ° ~ we CALs» (6106, VAR CP) = 16106, op ~ = joL0 GoW 70106, P KL WR i he DP Chee beaner Ly ER SEC FE 7,3 AEtW ATTAINS ASYHPToTIS VALE For sh 2 feo &e, “lo ~ye ° wo sue lady FoR swh 2 -poH@ MLE ATTA + CALE on PSYAPTOTIE VRRIAN CE

You might also like