张俊妮《概率统计》北大光华-lecture16.pptVIP

Some Knowledge about Even without knowing the exact form of the sampling distribution, statisticians can already calculate the mean, variance and standard deviation of . Another Way of Characterizing Precision More Knowledge Is Needed We need to know the form of the sampling distribution. The Probability Now Becomes… Mean Squared Error We are often interested in the mean squared error (MSE) for an estimator: dfghdfghfdghgfhdfghdfgh * dfghdfghfdghgfhdfghdfgh * dfghdfghfdghgfhdfghdfgh * dfghdfghfdghgfhdfghdfgh * * Lecture 16 Precision of Point Estimators and The Sampling Distribution Unbiased Estimators Precision (精度) of Point Estimators Precision of Point Estimators Can we answer the following question: How close is the sample mean RMB 3950 to the mean monthly household income for all peasant workers in Beijing ? How close is the sample proportion 26.9% to the proportion of having social insurance for all peasant workers in Beijing? 1419 1419 1419 1419 Precision of Point Estimators Key Tool for Statistical Inference: Sampling Distribution (抽样分布) 1419 1419 1419 1419 The Sampling Distribution of A Statistic Suppose that X1,…,Xn form a random sample from a distribution involving a parameter q whose value is unknown. Statistic: any real-valued function T=r(X1,…,Xn) of the variables X1,…,Xn. T is itself a random variable. Its distribution is often called the sampling distribution of the statistic T since it is derived from the joint distribution of the observations in a random sample. d (X1,…,Xn) as an estimator of q is also a statistic. It is possible to derive the sampling distribution of any estimator of q. * Precision of Point Estimators Mean, Variance and Standard Error (标准误差) of Insights: SE is related to sample size SE is related to population variance The standard error of sample mean of monthly household income is estimated to be * Example 1 Special Case: Binary Data Insights: SE is related to sample size SE is related to