[所有分类]第5章 抽样与参数估计.ppt

是指从总体中可能抽取的样本的最多数目，抽样数目大小与抽样方法有关。 样本平均数的分布与总体分布的比较 仍用前面5个工人日工资的例子。用不重复抽样方法从中抽取2人组成样本，并用样本平均工资来推断总体平均工资水平。考虑顺序的不重复抽样，样本可能数目为： （一）正态分布再生定理 （一）大样本并且总体方差已知的情形 （一）大样本并且总体方差已知的情形 根据标准正态分布的性质可知，随机变量的取值与一定的概率相对应。即有： （一）大样本并且总体方差已知的情形 对公式左边括号中的不等式进行变换，可得到总体均值的一个估计区间： 总体方差未知时，可以用样本标准差作为总体标准差的点估计。 总体均值置信水平为　　　　的置信区间为： 在小样本的情形下，样本均值的抽样分布依赖于总体的概率分布。 如果总体是正态分布，样本均值的抽样分布服从正态分布，如果总体标准差已知，可以使用前面介绍的方法进行总体均值的区间估计。 一个总体参数的区间估计（小样本） t分布与标准正态分布的比较 在 置信水平下，根据t分布建立的总体均值的置信区间为： 一个总体参数的区间估计 与总体均值的区间估计类似，我们定义　　　　为样本比例的边际误差，于是，在（1-α）置信水平下总体比例的置信区间为： 14 33 33 35 Notice that the interval width is determined by 1-? in the sampling distribution. Have students explain why each of these occurs. Level of confidence can be seen in the sampling distribution. An estimator is a random variable used to estimate a population parameter (characteristic). Unbiasedness An estimator is unbiased if the mean of its sampling distribution is equal to the population parameter. Efficiency The efficiency of an unbiased estimator is measured by the variance of its sampling distribution. If two estimators, with the same sample size, are both unbiased, then the one with the smaller variance has greater relative efficiency. Consistency An estimator is a consistent estimator of a population parameter if the larger the sample size, the more likely it is that the estimate will come close to the parameter. An estimator is a random variable used to estimate a population parameter (characteristic). Unbiasedness An estimator is unbiased if the mean of its sampling distribution is equal to the population parameter. Efficiency The efficiency of an unbiased estimator is measured by the variance of its sampling distribution. If two estimators, with the same sample size, are both unbiased, then the one with the smaller variance has greater relative efficiency. Consistency An estimator is a consistent estimator of a population parameter if the larger the sample size, the more likely it is that the estimate w