Estimator Precision and Confidence Interval (1)

Course subject(s) 5. How precise is the estimate?

Now that we know how to determine the covariance matrices of our estimators, it is time to look at the interpretation. We have already seen in Module 1 what the meaning of the variances and covariances is, and that they describe the precision of random variables. Now we will do that again and look more specifically at the interpretation of the precision of our estimators. Thereby we will also introduce the so-called confidence interval.

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Observation Theory: Estimating the Unknown by TU Delft OpenCourseWare is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Based on a work at https://ocw.tudelft.nl/courses/observation-theory-estimating-unknown.
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