Mathematical Statistics, Lecture 2 Statistical Models

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Statistical Models Statistical Models MIT Dr. Kempthorne Spring 2016 1MIT Statistical Models Statistical Models Definitions Examples Modeling Issues Regression Models Time Series Models Outline 1 Statistical Models Definitions Examples Modeling Issues Regression Models Time Series Models 2MIT Statistical Models Statistical Models Definitions Examples Modeling Issues Regression Models Time Series Models Statistical Models : Definitions Def: Statistical Model Random experiment with sample space . Random vector X = (X1, X2,..., Xn) defined on.

Non-Parametric. Model: X 1,..., X n are i.i.d. with distribution function G (·) where G ∈G, the class of all distributions on the sample space X (with center µ) ... Non-uniqueness of parametrization. Varying complexity of equivalent parametrizations Possible Non-Identifiability of parameters

  Statistics, Parametric, Mathematical, Mathematical statistics