Estimation

  • Mathematics alone make us feel the limits of our intelligence. For we can always suppose in the case of an experiment that it is inexplicable because we don't happen to have all the data. In mathematics we have all the data and yet we don't understand.

    Simone Weil (1909-1943)

  • The best way to predict the future is to invent it.

    Alan C. Kay (1940 - )

  • ... with four parameters I can fit an elephant, and with five I can make him wiggle his trunk.

    John von Neymann (1903 - 1957)

  • Forecasting is very difficult, especially about the future.

    Edgar R. Fiedler (1929 - 2003)

  • Thirty years ago I was diagnosed with motor neurone disease, and given two and a half years to live. I have always wondered how they could be so precise about the half.

    Stephen Hawking (1942 - )

  • MLE

    Lyric ©2007 Lawrence Mark Lesser
    may sing to tune of "Let it Be" (Paul McCartney/Beatles)

    When I'm in need of estimation,
    Ronald Fisher comes to me,
    Speaking words of wisdom: MLE.
    And though there may be bias,
    this will vanish asymptotically,
    Speaking words of wisdom: MLE
    MLE, MLE, MLE, MLE,
    whisper words of wisdom, MLE.

    And when the statisticians
    put a focus on efficiency,
    There will be an answer: MLE.
    For samples really large, tell me:
    where's the lowest M.S.E.?
    There will be an answer: MLE.
    MLE, MLE, MLE, MLE,
    there will be an answer, MLE.

    And when a theta hat is found
    to be theta's MLE,
    Then g of theta has what MLE?
    Well, if g is 1-to-1,
    an invariance property
    Says g of theta hat is the MLE.
    MLE, MLE, MLE, MLE -
    the most likely answer is MLE.
    MLE, MLE, asymptotic normality --
    whisper its precision, MLE.

  • Sung by Gurdeep Stephens. Lyrics copyright and music performed by Michael Greenacre.
    See also their "The Millenium Song" project.
    May sing to tune of "It Don't Mean a Thing (If It Ain't Got That Swing)" (Duke Ellington and Irving Mills)

    It don't mean a thing if you don't do modelling,
    Doo-wah-doo-wah-doo-wah-doo-wah-doo-wah-doo-wah-doo-wah-doo-waah
    It don't mean a thing if you don't do modelling,
    Doo-wah-doo-wah-doo-wah-doo-wah-doo-wah-doo-wah-doo-wah-doo-waah

    It don't matter if you're frequentist or Bayesian,
    You just need a model with some alphas and betas, and x's and y's, and i's and j's and k's in

    So it don't mean a thing if you don't do modelling
    Doo-wah-doo-wah-doo-wah-doo-wah-doo-wah-doo-wah-doo-wah-doo-waah
    It don't mean a thing if you don't do modelling,
    Doo-wah-doo-wah-doo-wah-doo-wah-doo-wah-doo-wah-doo-wah-doo-waah
    Doo-wah-doo-wah-doo-wah-doo-wah - doo-wah-doo-wah - wah!

  • Sung by Gurdeep Stephens. Lyrics copyright and music performed by Michael Greenacre.
    See also their "The Millenium Song" project.
    May sing to tune of "The Man I Love" (George Gershwin)

    Some day it'll come along
    The model I love,
    It'll be robust and strong
    The model I love,
    And when it comes my way
    I'll put it on my resume!

    Of all the models out there,
    Is there one for me?
    I'll give it all my love and care,
    Mathematically,
    And then - finally,
    I'll get my PhD

    Maybe I'll do estimation
    Using likelihood, or least-squares,
    Or with some approximation,
    Or just eyeballin',
    That's the job we're all in.

    To get some publications,
    I'll write papers, at least two,
    For my job applications,
    I think that'll do, don't you?
    So hear me, Lord above, I'm waiting for that model I love,
    I'm waiting for the model I love.

  • Sung by Gurdeep Stephens. Lyrics copyright and music performed by Michael Greenacre.
    See also their "The Millenium Song" project.
    May sing to tune of "It Ain't Necessarily So" (George Gershwin)

    It ain't necessarily so
    It ain't necessarily so
    That for models to be formal
    Data have to be normal
    But it ain't necessarily so

    My data had values real skew,
    Relationships nonlinear too,
    But with spline-approximation
    Or Box-Cox-transformation
    My data are more normal than you.

    Now it ain't necessarily so
    That your deviance has to be low,
    Use less parameters, (pronounce: paramee-ters)
    Less alphas and betas,
    Then apply Akaike,
    Although it sounds freaky,
    And less will be more as you know...

    It ain't necessarily so
    It ain't necessarily so
    That for models to be formal
    Data have to be normal
    But it ain't necessarily so.
    It ain't necessarily - It ain't necessarily
    It ain't necessarily - It ain't necessarily
    It ain't necessarily - It ain't necessarily
    It ain't necessarily SO!

  • Sung by Gurdeep Stephens. Lyrics copyright and music performed by Michael Greenacre.
    See also their "The Millenium Song" project.
    May sing to tune of "Summertime" (George Gershwin)

    It's summertime,
    Statistical modelling is easy,
    Data are fitting,
    Explained variance is high.

    Your data are rich,
    And your model's good-looking,
    So hush, statisticians, don't you cry

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