Statistical Estimation
Confidence intervals
3 Conformal Prediction
Published:
Category: { Statistical Estimation }
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References:
- Shafer G, Vovk V. A tutorial on conformal prediction. arXiv [cs.LG]. 2007. Available: http://arxiv.org/abs/0706.3188
- Zeni G, Fontana M, Vantini S. Conformal Prediction: a Unified Review of Theory and New Challenges. arXiv [cs.LG]. 2020. Available: http://arxiv.org/abs/2005.07972
Summary: Conformal prediction is a method to sequentially predict consistent confidence intervals using nonconformity measures.
Pages: 3
2 Confidence Interval
Published:
Category: { Statistical Estimation }
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References:
- Schaum's Outline of Theories and Problems of Elements of Statistics II, by Ruth Bernstein and Stephen Bernstein. Chapter 13, 14
Summary: Estimates from a sample can be entitled a confidence interval
Pages: 3
1 Why Estimation Theory
Published:
Category: { Statistical Estimation }
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References:
- Schaum's Outline of Theories and Problems of Elements of Statistics II, by Ruth Bernstein and Stephen Bernstein
Summary: In statistics, we work with samples. For example, the sample mean is easily calculated. However, it is the population mean that is more valuable.
Suppose we have one sample $S_i$, which is used to calculate the mean of the sample $\mu_i$. We have two key problems to solve at this moment.
Can we use this sample mean $\mu_i$ to represent the population mean $\mu_p$? How good is our estimations? To answer these questions, we need to work out the properties of the samples themselves and work out a theory to instruct us to infer population statistics from sample statistics.
Pages: 3