Ch10实习.ppt

Ch 10 實習 Concepts of Estimation The objective of estimation is to determine the value of a population parameter on the basis of a sample statistic. There are two types of estimators: Point Estimator Interval estimator Point Estimator Point Estimator Interval Estimator Estimator’s Characteristics Selecting the right sample statistic to estimate a parameter value depends on the characteristics of the statistic. Unbiased Estimate 估計的量，我們會希望它不要系統性的高估、或者系統 性的低估，也就是要求估計量有「不偏」性質。用秤體重來 比喻的話，如果體重計有時把我們秤重了些、有時又秤輕了 些，但是若秤了許許多多次之後，平均起來就等於我們的真 實體重的話，就相當於有不偏性質 Consistency… An unbiased estimator is said to be consistent if the difference between the estimator and the parameter grows smaller as the sample size grows larger. E.g. X is a consistent estimator of because: V(X) is That is, as n grows larger, the variance of X grows smaller. Relative Efficiency… If there are two unbiased estimators of a parameter, the one whose variance is smaller is said to be relatively efficient. E.g. both the the sample median and sample mean are unbiased estimators of the population mean, however, the sample median has a greater variance than the sample mean, so we choose since it is relatively efficient when compared to the sample median. Example 1 A point estimate is defined as: The average of the sample values The average of the population values A single value that is the best estimate of an unknown population parameter A single value that is the best estimate of an unknown sample statistic Example 2 Which of the following statements is correct? The sample mean is an unbiased estimator of the population mean The sample proportion is an unbiased estimator of the population proportion The difference between two sample means is an unbiased estimator of the difference between two population means All of the above Estimating the Population Mean when the Population Variance is Known How is an interval estimator produced from a sampling distribution? A sample of size n is drawn from th