Good overview of Stein's Paradox in stats. Ex: Estimates for >=3 measurements (e.g. average height of EU, US, UK citizens) taken independently using MLE are beat (in expectation), when taken collectively, by a method appending a shrinking parameter. h
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@johncarlosbaez @jjcherian @JustinRising I don't have a good source as I'm not an expert. I read somewhere that the best version to date was discovered in 1994, and somehow they proved it was not admissible. Unrelated paper, you might find interesting ht
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This is news to me. But googling reveals that @fitelson has written about this, with Olav Vassend and Elliott Sober. https://t.co/5p76qLmMYR
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Stein’s Paradox #SteinsParadox Charles Stein discovered a paradox in 1955 that many statisticians think is of fundamental importance, they explore its #philosophical implications here: https://t.co/vw20j9zXSy