统计学第六第7章参数估计.pptVIP

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 will come close to the parameter. 14 As a result of this class, you will be able to ... 38 In this diagram, do the populations have equal or unequal variances? Unequal. 90 38 In this diagram, do the populations have equal or unequal variances? Unequal. 14 90 90 90 两个总体比例之差的估计(例题分析) 【例】在某个电视节目的收视率调查中，农村随机调查了400人，有32%的人收看了该节目；城市随机调查了500人，有45%的人收看了该节目。试以95%的置信水平估计城市与农村收视率差别的置信区间 1 2 第六十三页，共八十页。 两个总体比例之差的估计 (例题分析) 解: 已知 n1=500 ，n2=400， p1=45%， p2=32%， 1-? =95%， z?/2=1.96 ?1-? 2置信度为95%的置信区间为 城市与农村收视率差值的置信区间为6.68%~19.32% 第六十四页，共八十页。 两个总体方差比的区间估计 第六十五页，共八十页。 两个总体方差比的区间估计 1. 比较两个总体的方差比 用两个样本的方差比来判断 如果S12/ S22接近于1,说明两个总体方差很接近 如果S12/ S22远离1,说明两个总体方差之间存在差异 总体方差比在1-?置信水平下的置信区间为 第六十六页，共八十页。 两个总体方差比的区间估计(图示) F F1-? ?? F? ?? 总体方差比的 1-?的置信区间 方