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A confidence-interval estimate of a parameter consists of an interval 一个参数的置信区间估计的区间
Chapter 6 -- Confidence Intervals
Confidence Interval for the Mean
Parameter: A numerical measurement describing some characteristic of a population.
Statistic: A numerical measurement describing some characteristic of a sample.
A common problem in statistics is to obtain information about the population mean, (, of a population. If the population is small, we can determine ( from the population data. But if the population is large, as it often is in practice, collecting data about the entire population is extremely expensive and time consuming. In such cases, we obtain an estimate of ( by finding by taking a sample from the population.
Sampling Error: When a sample mean () is used to estimate the population mean ((), a natural question to ask is: how good is the estimate? We define the sampling error as
Sampling Error = | - (|
Note the sampling error cannot be computed as ( is unknown. However, we can use the distribution of to make probability statements about the sampling error.
Point Estimate: A point estimate of a parameter is the value of a statistic that is used to estimate the parameter.
Example 1: Example 1 on page 270 (See Notes)
A confidence-interval estimate of a parameter consists of an interval of numbers obtained from a point estimate of the parameter together with a probability that specifies how confident we are that the parameter lies in the interval. The confidence probability is called the confidence level.
Note that ~ N((, (/) provided n is at least 30 or X is normally distributed.
Probability Statement about the Sampling Error: There is 1 - ( probability that the value of a sample mean will provide a sampling error of Z(() or less.
Interval Estimation of a Population mean
We have the ability to make probability statements about the sampling error. We can now combine the point estimate with the probability information about the sampling error to obtain an interval estimate of the population mean. We will assume that n is at least 30 or
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