Talk:Statistics/Numerical Methods/Optimization
Add topicLatest comment: 9 years ago by Yuanfangdelang in topic Numerical Optimization in Statistics might be a big mistake
Numerical Optimization in Statistics might be a big mistake
[edit source]This is because an optimizer constructed with sample data is a random variable, and the extreme value of the optimizer (minimum or maximun) cannot be more significant than other values of the optimizer. We should take the expectation of the optimizer to do statistical decision, e.g. model selection. Yuanfangdelang (discuss • contribs) 20:02, 30 August 2016 (UTC)