Probability vs' Statistical Estimation

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Probability vs. Statistical Estimation

• Probability parameters are known, data is
  distributed
• Stat. estimation data is fixed, parameters are
  unknown
• Bayesian estimation posterior function,
  posterior mean/median/mode
• interval estimation (Bayesian and Frequentist)
• point estimation
• Estimators bias, variance, efficiency,
  consistency
• the bias-variance tradeoff
• the bias variance decomposition for mean squared
  error
• ML estimation
• examples binomial, exponential, ...