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March 20, 2013 / like2think

My TODO list in mathematical statistics.

I admire statistics for both beauty and necessity for various practical purposes. Right now I’m taking a course of applied statistics in machine learning and it’s wonderful, but not enough. I want to understand it deeper.

My “read-the-proof” todo list follows:

– proof of moment method convergence

– proof of convergence for max-likelihood estimates

– proof of bootstrap estimates convergences

– theoretical basement of EM algorithm

To generalize, it looks like that: they have pretty and easy methods in statistics but firstly it’s not clear why they work, and secondly what are all these various methods needed for.

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