Simulation And The James-Stein Estimator In R
Alex Hallam
2017-11-06
Part 1 Welcome
This is the website for “Simulation And The James-Stein Estimator In R”. This technical document is short, covering some common ways to generate data and exploring the James-Stein Estimator.
This will teach you how to do run simulations to observe the properties of the James-Stein Estimator in R — specifically using the tidyverse:
You’ll learn how to generate data to prove theoretical results. In the computer age of statistics the data scientist has the power of machines to run simulations for testing a methods before putting a method into production.