Category: Université Paris Dauphine

estimation exam [best of]

Yesterday, I received a few copies of our CRC Press Handbook of Mixture Analysis, while grading my mathematical statistics exam 135 copies. Among the few goodies, I noticed the always popular magical equality E[1/T]=1/E[T] that must have been used in so many homeworks and exam handouts by now that it should become a folk theorem. […]

a glaringly long explanation

It is funny that, when I am teaching the rudiments of Bayesian statistics to my undergraduate students in Paris-Dauphine, including ABC via Rasmus’ socks, specific questions about the book (The Bayesian Choice) start popping up on X validated! Last week was about the proof that ABC is exact when the tolerance is zero. And the […]