计量经济学 Chapter 02-03.pptVIP

CHAPTER 2 A REVIEW OF BASIC STATISTICAL CONCEPTS 2.1 SOME NOTATION 1. The Summation Notation can be abbreviated as: or 2. Properties of the Summation Operator 2.2 EXPERIMENT, SAMPLE SPACE, SAMPLE POINT, AND EVENTS 1. Experiment A statistical/random experiment: a process leading to at least two possible outcomes with uncertainty as to which will occur. 2.Sample space or population The population or sample space: the set of all possible outcomes of an experiment 3. Sample Point Sample Point : each member, or outcome, of the sample space (or population) 4. Events An event: a collection of the possible outcomes of an experiment; that is, it is a subset of the sample space. Mutually exclusive events: the occurrence of one event prevents the occurrence of another event at the same time. Equally likely events: one event is as likely to occur as the other event. Collectively exhaustive events: events that exhaust all possible outcomes of an experiment 2.3 RANDOM VARIABLES A random/stochastic variable（r.v., for short): a variable whose (numerical) value is determined by the outcome of an experiment. 1. A discrete random variable—— an r.v. that takes on only a finite (or accountably infinite) number of values. 2. A continuous random variable——an r.v. that can take on any value in some interval of values. 2.4 PROBABILITY 1．The Classical or A Priori Definition： If an experiment can result in n mutually exclusive and equally likely outcomes, and if m of these outcomes are favorable to event A, then P(A), the probability that A occurs, is m/n Two features of the probability: （1）The outcomes must be mutually exclusive; （2）Each outcome must have an equal chance of occurring. 　　　 2.Relative Frequency or Empirical Definition Frequency distribution: how an r.v. are distributed. Absolute frequencies: the number of occurrence of a given event. Relative fre