Lecture13_570统计笔记.docVIP

 PAGE \* MERGEFORMAT 10 Review of Confidence Intervals for Population Mean and Proportion Motivation simple random sample Eg) We wish to estimate the average height of adult US males Take a random sample. “Simple” random sample: every subject in the population has the same chance to be selected. Introduction to statistical inference on one population mean For a “random sample” of size n: i Point estimatior → sample mean () Other estimators: median, mode, trimmed mean, … ii Confidence Interval (C.I.) Eg) 95% C.I. for μ 99.9999% C.I. (‘6-9’ in the manufacture industry) iii Hypothesis Test Eg) : μ : μ Point Estimator, C.I., Test Statistical Inference Draw some conclusion on the population (parameters of interest) based on a random sample.  The Exact Confidence Interval for μ when the population is normal σ2 is known Point estimator and confidence interval for When the population is normal and the population variance is known. Let be a random sample for a normal population with mean and variance . That is, . For now, we assume that is known. i Point Estimator for : is an unbiased estimator of Intuitively, this means if you take “many” samples of size n from the population, then the mean of these samples means would be equal to if you take a large enough # of samples. is also a maximum likelihood estimator (MLE) of . is also a method of moment estimator (MOME) of . Other good properties too. ii Confidence Interval for - Intuitive approach (backwards derivation for the CI boundaries C1and C2): PC1≤μ≤C2=0.95 P-C1≥-μ≥-C2=0.95 PX-C1≥X-μ≥X-C2=0.95 PX-C1σ/n≥X-μσ/n≥X-C2σ/n=0.95 Since we know Z=X-μσ/n~N(0,1) We can compute the expressions for C1and C2. However, one question is that there are MANY ways to choose the C’s. Later you will see that for pivotal quantity with symmetric pdfs, the symmetric CIs are the optimal – in that they have the shortest lengths for the given confidence level 100(1-?)%.  Now we present a general approach to d