Topik Tubes Poster Statmat: Properties of Maximum Likelihood Estimators (Mles)
Topik Tubes Poster Statmat: Properties of Maximum Likelihood Estimators (Mles)
Research focus: Derive and evaluate MLEs for specific distributions, analyze their efficiency,
and demonstrate consistency with sample data.
o Context:
MLEs are widely used in parameter estimation due to their desirable properties, such
as consistency and asymptotic normality. Students will explore these properties
through theoretical derivations and numerical simulations.
o Assignment Guidelines:
3. Analyze their properties (bias, consistency, efficiency) using simulation (e.g., Python,
R).
Research focus: Investigate the performance of likelihood ratio tests for composite
hypotheses under different scenarios, including practical applications like comparing
variance.
o Context:
o Assignment Guidelines:
2. Implement a likelihood ratio test, deriving the test statistic and its distribution.
3. Simulate Type I and Type II error rates for different sample sizes.
Research focus: Develop and visualize confidence regions for multivariate data, comparing
methods like profile likelihood and Bayesian credible regions.
o Context:
o Assignment Guidelines:
2. Implement a likelihood ratio test, deriving the test statistic and its distribution.
3. Simulate Type I and Type II error rates for different sample sizes.
Research focus: Apply Bayesian methods to estimate parameters for common distributions,
compare Bayesian estimators to classical estimators, and interpret prior sensitivity.
o Context:
o Assignment Guidelines:
2. Implement a likelihood ratio test, deriving the test statistic and its distribution.
3. Simulate Type I and Type II error rates for different sample sizes.
Research focus: Extend the general linear model to real-world datasets, validate
assumptions, and evaluate the robustness of parameter estimation methods.
o Context:
o Assignment Guidelines:
1. Poster Design:
2. Submission Timeline:
3. Evaluation Criteria: