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| c48ac0d394 |
@@ -129,6 +129,123 @@
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\subsection{Theorie Wiederholung}
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\ifdefined\ishandout
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\begin{frame}
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\frametitle{Wahrscheinlichkeitstheorie und Statistik}
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\vspace*{-5mm}
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\begin{itemize}
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\item Einfache Stichprobe
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\begin{gather*}
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X_1, \ldots, X_N
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\hspace{2mm}\overbrace{\text{unabhängig und haben
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dieselbe Verteilung}}^{\text{``iid.''}}
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\hspace*{5mm} \rightarrow\hspace*{5mm}
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\bm{X} :=
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\begin{pmatrix}
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X_1 \\
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\vdots \\
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X_N
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\end{pmatrix}
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\end{gather*}
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\end{itemize}
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\begin{figure}[H]
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\centering
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\begin{subfigure}{0.5\textwidth}
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\centering
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\begin{itemize}
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\item Wahrscheinlichkeitstheorie
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\end{itemize}
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\vspace*{2mm}
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\begin{tikzpicture}
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\node[
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rectangle,
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minimum width=7cm, minimum height=4cm,
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line width=1pt,
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draw=kit-blue, fill=kit-blue!20,
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] (model) {
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$\bm{X} =
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\begin{pmatrix}
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X_1 \\
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\vdots \\
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X_N
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\end{pmatrix}\sim P_{\bm{X}}$
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};
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\node[right=of model] (x) {
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$\bm{x} =
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\begin{pmatrix}
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x_1 \\
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\vdots \\
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x_N
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\end{pmatrix}$
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};
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\draw[-{Latex}, line width=1pt] (model) -- (x);
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\node[above=22mm of model.center] {Modell};
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\node[above=20.8mm of x.center] {Beobachtung};
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\end{tikzpicture}%
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\vspace*{15mm}
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\end{subfigure}%
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\vspace*{-12.6mm}%
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\begin{subfigure}{0.5\textwidth}
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\centering
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\begin{itemize}
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\item Statistik
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\end{itemize}
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\begin{tikzpicture}
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\node[
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rectangle,
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minimum width=7.5cm, minimum height=4.5cm,
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line width=1pt,
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draw=kit-orange, fill=kit-orange!20,
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] (real) {};
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\node[right=of real] (x) {
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$\bm{x} =
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\begin{pmatrix}
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x_1 \\
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\vdots \\
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x_N
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\end{pmatrix}$
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};
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\draw[-{Latex}, line width=1pt] (real) -- (x);
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\node[above=23mm of real.center] {``Echte Welt''};
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\node[above=21.8mm of x.center] {Beobachtung};
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\node[
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rectangle,
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minimum width=6.5cm, minimum height=3.5cm,
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line width=1pt,
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draw=kit-blue, fill=kit-blue!20,
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densely dashed,
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] (model) at (real) {
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$\bm{X} =
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\begin{pmatrix}
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X_1 \\
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\vdots \\
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X_N
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\end{pmatrix}\sim P_{\bm{X}}$
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};
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\draw[
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line width=1pt, densely dashed,
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] (x.south)
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edge[-{Latex}, bend left]
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node[below] {Modellierung}
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(model.south);
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\end{tikzpicture}
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\vspace*{1mm}
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\end{subfigure}
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\end{figure}
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\end{frame}
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\else
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\begin{frame}
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\frametitle{Wahrscheinlichkeitstheorie und Statistik}
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@@ -280,7 +397,81 @@
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}
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\end{figure}
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\end{frame}
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\fi
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\ifdefined\ishandout
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\begin{frame}
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\frametitle{Punktschätzer}
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\vspace*{-10mm}
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\begin{itemize}
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\item Beispiel: Temperaturschätzung
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\vspace*{-5mm}
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\begin{figure}[H]
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\centering
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\begin{tikzpicture}
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\node[
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rectangle,
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densely dashed,
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draw,
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inner sep=5mm,
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] (x) {
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$
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\bm{x} =
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\begin{pmatrix}
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26{,}2 \\
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27{,}8 \\
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25{,}7 \\
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\vdots
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\end{pmatrix}
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$
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};
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\node[
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rectangle,
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right=of x,
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minimum width=5cm, minimum height=2cm,
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draw=kit-green, fill=kit-green!20,
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line width=1pt,
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align=center,
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inner sep=3mm
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] (est) {Schätzer\\[5mm] $T_N(\bm{x}) =
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\displaystyle\frac{1}{N}
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\nsum_{i=0}^{N} x_i$};
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\node[
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above=of est,
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rectangle,
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densely dashed,
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draw,
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inner sep=5mm,
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] (model) {
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$X_i \sim \mathcal{N}(\mu = \vartheta,
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\sigma^2 = 1)$
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};
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\node[right=of est] (theta) {$\hat{\vartheta}
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= 26{,}0$};
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\node[below] at (x.south) {Beobachtung};
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\node[above] at (model.north) {Parametrisiertes Modell};
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\draw[-{Latex}, line width=1pt] (x) -- (est);
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\draw[-{Latex}, line width=1pt] (model) -- (est);
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\draw[-{Latex}, line width=1pt] (model) -- (est);
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\draw[-{Latex}, line width=1pt] (est) -- (theta);
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\end{tikzpicture}
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\end{figure}
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\item Punktschätzer: Rechenvorschrift zur Berechnung von
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Parametern aus Beobachtungen \\
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$\rightarrow$ Schätzer hängen von den Realisierungen ab
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und sind damit selbst auch zufällig \\
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$\rightarrow$ Schätzer haben einen Erwartungswert und eine Varianz
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\end{itemize}
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\end{frame}
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\else
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\begin{frame}
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\frametitle{Punktschätzer}
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@@ -463,6 +654,7 @@
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$\rightarrow$ Schätzer haben einen Erwartungswert und eine Varianz
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\end{itemize}
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\end{frame}
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\fi
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\begin{frame}
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\frametitle{Likelihood und Log-Likelihood (Diskret)}
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@@ -601,7 +793,7 @@
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Cramér-Rao Ungleichung \\
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\vspace*{-6mm}
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\begin{gather*}
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V(\hat{\vartheta}) \le \frac{1}{J(\vartheta)}
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V(\hat{\vartheta}) \ge \frac{1}{J(\vartheta)}
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\end{gather*}
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\vspace*{-10mm}
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\end{lightgrayhighlightbox}
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@@ -820,7 +1012,7 @@
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\end{minipage}
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\begin{minipage}{0.16\textwidth}
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\begin{gather*}
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E\left( \lvert \hat{\lambda}_\text{ML} - \lambda
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P\left( \lvert \hat{\lambda}_\text{ML} - \lambda
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\rvert \ge \varepsilon
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\right)
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\end{gather*}
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@@ -828,7 +1020,7 @@
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\pause %
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\begin{minipage}{0.22\textwidth}
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\begin{gather*}
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= E\left( \lvert \hat{\lambda}_\text{ML} -
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= P\left( \lvert \hat{\lambda}_\text{ML} -
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E\left(\hat{\lambda}_\text{ML}\right) \rvert
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\ge \varepsilon
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\right)
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@@ -846,8 +1038,8 @@
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\end{gather*}
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\pause
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\begin{gather*}
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E\left( \lvert \hat{\lambda}_\text{ML} - \lambda
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\rvert > \varepsilon
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P\left( \lvert \hat{\lambda}_\text{ML} - \lambda
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\rvert \ge \varepsilon
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\right) \le \frac{\lambda}{N \varepsilon^2}
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\overset{N\rightarrow
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\infty}{\relbar\joinrel\relbar\joinrel\relbar\joinrel\rightarrow}
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