Add first slides explaining point estimators and their properties
This commit is contained in:
@@ -157,7 +157,7 @@
|
||||
X_1 \\
|
||||
\vdots \\
|
||||
X_N
|
||||
\end{pmatrix}\sim P_{\bm{X}}$
|
||||
\end{pmatrix}\sim f_{\bm{X}}$
|
||||
};
|
||||
|
||||
\node[right=of model] (x) {
|
||||
@@ -246,7 +246,7 @@
|
||||
X_1 \\
|
||||
\vdots \\
|
||||
X_N
|
||||
\end{pmatrix}\sim P_{\bm{X}}$
|
||||
\end{pmatrix}\sim f_{\bm{X}}$
|
||||
};
|
||||
|
||||
\draw[
|
||||
@@ -266,18 +266,123 @@
|
||||
\end{frame}
|
||||
|
||||
\begin{frame}
|
||||
\frametitle{Schätzer I}
|
||||
\frametitle{Punktschätzer I}
|
||||
|
||||
\vspace*{-10mm}
|
||||
|
||||
\begin{itemize}
|
||||
\item asdf
|
||||
\item Beispiel: Temperaturschätzung
|
||||
\vspace*{-5mm}
|
||||
\begin{figure}[H]
|
||||
\centering
|
||||
|
||||
\begin{tikzpicture}
|
||||
\node[
|
||||
rectangle,
|
||||
densely dashed,
|
||||
draw,
|
||||
inner sep=5mm,
|
||||
] (x) {
|
||||
$
|
||||
\bm{x} =
|
||||
\begin{pmatrix}
|
||||
26{,}2 \\
|
||||
27{,}8 \\
|
||||
25{,}7 \\
|
||||
\vdots
|
||||
\end{pmatrix}
|
||||
$
|
||||
};
|
||||
|
||||
\node[
|
||||
rectangle,
|
||||
right=of x,
|
||||
minimum width=5cm, minimum height=2cm,
|
||||
draw=kit-green, fill=kit-green!20,
|
||||
line width=1pt,
|
||||
align=center,
|
||||
inner sep=3mm
|
||||
] (est) {Schätzer\\[5mm] $T(\bm{x}) =
|
||||
\displaystyle\frac{1}{N}
|
||||
\sum_{i=0}^{N} x_i$};
|
||||
|
||||
\node[
|
||||
above=of est,
|
||||
rectangle,
|
||||
densely dashed,
|
||||
draw,
|
||||
inner sep=5mm,
|
||||
] (model) {
|
||||
$X_i \sim \mathcal{N}(\mu = \vartheta, \sigma^2 = 1)$
|
||||
};
|
||||
|
||||
\node[right=of est] (theta) {$\hat{\vartheta}
|
||||
= 26{,}0$};
|
||||
|
||||
\node[below] at (x.south) {Beobachtung};
|
||||
\node[above] at (model.north) {Parametrisiertes Modell};
|
||||
|
||||
\draw[-{Latex}, line width=1pt] (x) -- (est);
|
||||
\draw[-{Latex}, line width=1pt] (model) -- (est);
|
||||
\draw[-{Latex}, line width=1pt] (model) -- (est);
|
||||
\draw[-{Latex}, line width=1pt] (est) -- (theta);
|
||||
\end{tikzpicture}
|
||||
\end{figure}
|
||||
\pause\item Punktschätzer: Rechenvorschrift zur Berechnung von
|
||||
Parametern aus Beobachtungen \\
|
||||
$\rightarrow$ Schätzer hängen von den Realisierungen ab
|
||||
und sind damit selbst auch zufällig \\
|
||||
$\rightarrow$ Schätzer haben selbst einen Erwartungswert
|
||||
und eine Varianz
|
||||
\end{itemize}
|
||||
\end{frame}
|
||||
|
||||
\begin{frame}
|
||||
\frametitle{Schätzer II}
|
||||
\frametitle{Punktschätzer II}
|
||||
|
||||
\vspace*{-10mm}
|
||||
|
||||
\begin{itemize}
|
||||
\item asdf
|
||||
\item Erwartungtreue
|
||||
\begin{gather*}
|
||||
E(\hat{\vartheta}) = E\big( T(\bm{X}) \big) = \vartheta
|
||||
\end{gather*}
|
||||
|
||||
\begin{figure}[H]
|
||||
\centering
|
||||
``Im Mittel gibt der Schätzer der richtigen Wert zurück''
|
||||
\end{figure}
|
||||
|
||||
\vspace*{10mm}
|
||||
\pause
|
||||
\item Konsistenz
|
||||
\begin{gather*}
|
||||
\lim_{N\rightarrow \infty} P_\vartheta \big( \lvert
|
||||
T_N - \vartheta \rvert \ge \varepsilon \big) = 0
|
||||
\end{gather*}
|
||||
|
||||
\begin{figure}[H]
|
||||
\centering
|
||||
``Der Schätzer streut weniger, je mehr Realisierungen
|
||||
betrachtet werden''
|
||||
\end{figure}
|
||||
|
||||
\vspace*{10mm}
|
||||
\pause
|
||||
\item Effizienz (für erwartungtreue Schätzer)
|
||||
\begin{gather*}
|
||||
V(\hat{\vartheta}) = \frac{1}{J(\vartheta)},
|
||||
\hspace*{5mm} J(\vartheta) = - E\left(
|
||||
\frac{\partial^2}{\partial \vartheta^2}
|
||||
\ln \mleft( f_\vartheta (\bm{X}) \mright)
|
||||
\right)
|
||||
\end{gather*}
|
||||
|
||||
\begin{figure}[H]
|
||||
\centering
|
||||
``Für jedes N hat der Schätzer jeweils die
|
||||
kleinstmögliche Varianz''
|
||||
\end{figure}
|
||||
\end{itemize}
|
||||
\end{frame}
|
||||
|
||||
|
||||
Reference in New Issue
Block a user