- Thread starter VLGsIEJRFU
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What estimation techniques have you learned about? Or should have learned about? Are there any techniques in your notes or your book that aren't least squares?

My biggest problem i cant see a demonstration or a example of how can i start develop. Usually all examples that i saw was with two gived parameters, or at least a distribuition to find these parameters and after only needed use the formula of sum(xi - x_mean)*(yi - y_mean)/sum(xi-x_mean)^2

Can you find the mean of U(10, 10+theta)?

With least squares it is possible that the simple answer gives you a theta which is can't be true. For instance if the X's are 10, 10, 10, and 20, then the average is 12.5 and theta would be 10 + 2x2.5 = 15. But 20 is impossible in U(10, 15)

Interestingly, maximum likelihood gives a different answer altogether from least squares.