数量经济学课件-统计估计.pptVIP

2、计数资料 3、区间估计：参考值范围及可信区间（RI,CI） Mean, ?, is unknown Population Random Sample I am 95% confident that ? is between 40 60. Mean X = 50 Estimation Process 估计过程 Sample Estimate Population Parameter... with Sample Statistic Mean ? Proportion p p s Variance s 2 Population Parameters Estimated 总体参数估计 ? 2 Difference ? - ? 1 2 x - x 1 2 X _ _ _ Provides Range of Values Based on Observations from 1 Sample Gives Information about Closeness to Unknown Population Parameter Stated in terms of Probability Never 100% Sure Confidence Interval Estimation 置信区间估计 Confidence Interval Sample Statistic Confidence Limit (Lower) Confidence Limit (Upper) A Probability That the Population Parameter Falls Somewhere Within the Interval. Elements of Confidence Interval Estimation（原理） Parameter = Statistic ±Its Error Confidence Limits for Population Mean 总体均数的置信限 Error = Error = Error Error 90% Samples 95% Samples ? x _ Confidence Intervals 置信区间 99% Samples X _ Probability that the unknown population parameter falls within the interval Denoted (1 - ?) % = level of confidence e.g. 90%, 95%, 99% ????Is Probability That the Parameter Is Not Within the Interval Level of Confidence 置信水平 Confidence Intervals Intervals Extend from (1 - ?) % of Intervals Contain ?. ??% Do Not. 1 - ?? ? /2 ? /2 X _ ? x _ Intervals Level of Confidence 区间与置信水平 Sampling Distribution of the Mean to Data Variation measured by ? Sample Size Level of Confidence  (1 - ?) Intervals Extend from Factors Affecting Interval Width 影响置信区间宽度的因素 X - Z? to X + Z ? x x Mean ? Unknown Confidence Intervals Proportion Finite Population ? Known Confidence Interval Estimates 置信区间估计 Assumptions Population Standard Deviation Is Known Population Is Normally Distributed If Not Normal, use large samples Confidence Interval Estimate Confidence Intervals (??Known) 总体方差已知时的置信区间 Assumptions Population Standard Deviation Is Unknown Population Must Be Normally Distributed Use S