Войти
  • 6360Просмотров
  • 1 месяц назадОпубликованоSteve Brunton

Bootstrapping and Monte Carlo Sampling in Statistics

Here we estimate the error of our parameter estimate from the method of moments using Monte Carlo sampling and the bootstrap. We investigate a Poisson estimation problem. This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company %%% CHAPTERS %%% 00:00 Intro 01:56 Recap of Monte Carlo Method 04:18 Code Demo: Monte Carlo on Radioactive Decay 09:38 Code Demo: Monte Carlo for Normal Variance Estimate 14:09 Efron Bootstrapping & Outro