# Questions tagged [parameter-estimation]

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### Inverse Probability Fallacy of Maximum Likelihood Estimation

How can we justify that the parameters estimated via Maximum Likelihood Estimation are the optimal parameters for the data, given that MLE involves computing the data's likelihood as a function of the ...
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### Books about statistical inference [closed]

I'm currently taking a course "Introduction to Machine Learning" which covers the following topics: linear regression, overfitting, classification problems, parametric & non-parametric ...
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### how to find the best parameters to solve a differential equation? [closed]

I have a differential equation: def func(Y, t, r, p, K, alpha): return r * (Y ** p) * (1 - (Y / K) ** alpha) and I want to find the best parameters that fit (r,...
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### Estimate class proportions of a feature, central limit theorem

haven't been feeling smart lately and this is probably the most trivial question ever but I really need to know. I'm trying to point estimate some population parameters. I sampled from 1000 randomly ...
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1 vote
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### Correcting high AR(1) coefficients in dynamic Gordon model

I have just finished my thesis on a heterogeneous dividend expectations model applied to the COVID-19 crisis! However after receiving some feedback there is one last issue I want to resolve. I'm using ...
1 vote
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### How should rolling window of parameter estimates look like?

I am using Orstein-Uhlenbeck model to model inflation: $dI_t=\theta(\mu-I_t)dt+\sigma dW_t$. I have plotted rolling window estimates of all the parameters. However, I do not understand what to ...
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1 vote
151 views

### Pearson correlation coefficient - is correlation estimator acceptable?

As far as I know when it comes to theory, we use Pearson correlation when we want to check the correlation between two variables, which are both continuous or discrete. For a mixed case it's not so ...
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### Why Maximum Likelihood Estimation for normal distribution?

Since we can compute the mean and the standard deviation of a set of random variables, why do we use Maximum Likelihood Estimation to estimate these parameters?
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