[经济学]6 estimate.pptVIP

UIBE 应用统计讲义 第十一章 参数估计 王玉荣制作 Chapter Five Parameter Estimate Main points Section 1 Point and Interval Estimation Point Estimation点估计 Properties of Good Point Estimators Unbiasedness无偏性 Efficiency有效性 Consistency一致性 Basic Principle of Interval Estimate Basic Principle of Interval Estimate Confidence Intervals Interpreting the Confidence Level The confidence level is the probability that the procedure used to determine the interval will provide an interval that includes the population parameter. If we consider all possible randomly selected samples of same size from a population, the confidence level is the fraction or percent of those samples for which the confidence interval includes the population parameter. Note: Often express the confidence level as a percent. Common levels are 90%, 95% and 99%. Constructing a 95% Confidence Intervalfor a Parameter Point estimator ? Margin of error Confidence Coefficient置信系数 and Confidence Interval置信区间 Recall: 区间估计的几个关键概念 置信系数 1-α 使人相信区间包含总体参数的概率,一般取 0.95,0.90,0.99.它的大小说明估计的把握性的大小. 置信区间:在一定概率的保证下,包含总体均值的区间,区间的宽窄说明估计精度的大小.区间越宽,估计的精度就小;否则就大. 临界值:置信区间的上限和下限 注意置信系数和 区间宽窄的关系 Standard Errors Rough Definition: The standard error of a sample statistic measures, roughly, the average difference between the statistic and the population parameter. This “average difference” is over all possible random samples of a given size that can be taken from the population. Technical Definition: The standard error of a sample statistic is the estimated standard deviation of the sampling distribution for the statistic. Standard Error of a Sample Mean Standard Error of a Sample Proportion Steps of Interval Estimate Determining of Confidence Coefficient Determining of the Probability of Distribution of the Statistic Sampling with the Sample Size n Computing , and computing the S if σ is unknown Determining the Critical Value of the Interval Section 2 Practice of Interval Estimate P301 Normal distribution with σ assumed known Any distrib