lab3a - We will estimate the parameter a 1 Maximum...

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Inference: MLE Sayan Mukherjee Lab assignment Three September 24, 2009 Sayan Mukherjee Inference: MLE
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Lab outline The lab will be due on the 2th of October. You will be expected to write a short: 1-2 page lab report. The 1-2 pages do not include plots or graphs that illustrate ideas. Sayan Mukherjee Inference: MLE
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The data Data comes from a noisy linear relation. We have two variables x , y and we are given n values x from an even grid between [4 , 10]. Note that n (the number of observations) is something we will play with in our analysis. The way we compute y is as follows y = a × x + ε, where a = 4 and ε N (0 , 2) is i.i.d.normal. This results in data D := ( x i , y i ) n i =1 . Sayan Mukherjee Inference: MLE
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Inference
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Unformatted text preview: We will estimate the parameter a 1 Maximum liklihood estimation (MLE). Sayan Mukherjee Inference: MLE MLE Open matlab Download the fle makedat.m run the command ≫ [x,y] = makedat(20) you should see a plot oF 20 points corresponding to a line with noise play with n Sayan Mukherjee Inference: MLE MLE assignment Write code to estimate a based on MLE. Generate several data sets for a Fxed n and estimate a for each data set generated. What does the distribution of the a-values look like ? How does this distribution vary as n increases ? Sayan Mukherjee Inference: MLE Sayan Mukherjee Inference: MLE...
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This note was uploaded on 01/17/2010 for the course STA 113 taught by Professor Staff during the Fall '08 term at Duke.

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lab3a - We will estimate the parameter a 1 Maximum...

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