# Statistical Estimation

## Statistics and Simulation

This page collects material on statistical estimation from several parts and projects. Where the course started with the binomial distribution explained in few videos and detailled exercises, this page starts with estimation of the mean, covering the theoretical detail.

Point Estimation Videos Time Slides Reading

Key concepts (Point) Estimator, Normal Distribution

Point Estimation (Introduction to Estimation and Statistical Inference) MPEG4 / OGG 4:43 PDF
The Sample Mean (Point Estimation by Example) MPEG4 / OGG 7:36 PDF
The Standard Error (The Random Nature of Estimators) MPEG4 / OGG 5:10 clean
annotated
Frisvold and Moe page 147
The Central Limit Theorem (Probability Distributions of Estimators) MPEG4 / OGG 8:01 clean
annotated
Frisvold and Moe pp. 120+, 132.
The Distribution of the Sample Mean (Sample Size and Standard Error) MPEG4 / OGG 4:14 PDF
Estimating the Standard Error To appear clean
annotated
Interval Estimation Videos Time Slides Reading

Key concepts Confidence Interval, Normal Distribution

Interval Estimation (What is the Confidence Interval?) MPEG4 / OGG 6:17 PDF Frisvold and Moe pp. 147-148, 163-165.
Error Margin (Estimating the Mean with Known Variance) MPEG4 / OGG 11:17 clean
annotated
Frisvold and Moe pp. 149-150.
Confidence Interval for the Mean (From Error Margin to Confidence Interval) MPEG4 / OGG 4:29 PDF
Calculating a Confidence Interval (First Example) MPEG4 / OGG 7:39 clean
annotated
Estimation with Unknown Variance (Introduction and Overview) MPEG4 / OGG 7:41 PDF Frisvold and Moe page 151-153
Estimating the Mean from Small Samples Videos Time Slides Reading

Key concepts (Point) Estimator, Normal Distribution

Estimating the Mean from Small Samples (Student's t-distribution) MPEG4 / OGG 6:13 PDF Frisvold and Moe pp. 135-136, 151-153.
Estimating the Mean (Exercise Example) MPEG4 / OGG 8:39 clean
annotated
Binomial Distribution (from the Coding Theory Project) Videos Time Slides Reading

Key concepts (Point) Estimator, Normal Distribution

Decoding Error Probabilities (A Case for Estimation) MPEG4 / OGG 9:03 clean
annotated
Estimating Error Probabilities (Point Estimation) MPEG4 / OGG 6:31 PDF Frisvold and Moe pp. 145-147.
Binomial Probabilities (solving the exercise from the previous video) MPEG4 / OGG 6:08 PDF
The Distribution of the Error Rate (The Normal Distribution) MPEG4 / OGG 7:51 clean
annotated
Frisvold and Moe pp. 120+, 132.
Estimating Binomial Proportions (The Confidence Interval)
MPEG4 / OGG 9:59 PDF Frisvold and Moe pp. 167-169.
To apper (maybe) Videos Time Slides Reading
Sample Size (Estimating Proportions close to 1 or 0)
to appear PDF 167-169.
Mean and Variance of Continuous Distributions Might appear.

Hans Georg Schaathun hasc@hials.no / Siebe van Albada siva@hials.no