Scribd Logo
Upload

Welcome to Scribd!

  • 44 views

    CH 07

    Uploaded by

    noormiey alias
    The document discusses statistical inference and methods of point estimation. It introduces statistical inference as using sample data to make conclusions about a population, which includes parameter estimation and hypothesis testing. It then discusses sampling distributions, unbiased estimators, variance, standard error, mean square error, maximum likelihood estimation, and Bayesian estimation. Examples are provided to illustrate key concepts like unbiasedness, variance, maximum likelihood, and Bayesian parameter estimation.

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd

    CH 07

    Uploaded by

    noormiey alias
    44 views45 pages
    The document discusses statistical inference and methods of point estimation. It introduces statistical inference as using sample data to make conclusions about a population, which includes parameter estimation and hypothesis testing. It then discusses sampling distributions, unbiased estimators, variance, standard error, mean square error, maximum likelihood estimation, and Bayesian estimation. Examples are provided to illustrate key concepts like unbiasedness, variance, maximum likelihood, and Bayesian parameter estimation.

    Original Title

    ch07

    Copyright

    © © All Rights Reserved

    Available Formats

    PPT, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The document discusses statistical inference and methods of point estimation. It introduces statistical inference as using sample data to make conclusions about a population, which includes parameter estimation and hypothesis testing. It then discusses sampling distributions, unbiased estimators, variance, standard error, mean square error, maximum likelihood estimation, and Bayesian estimation. Examples are provided to illustrate key concepts like unbiasedness, variance, maximum likelihood, and Bayesian parameter estimation.

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    44 views45 pages

    CH 07

    Uploaded by

    noormiey alias
    The document discusses statistical inference and methods of point estimation. It introduces statistical inference as using sample data to make conclusions about a population, which includes parameter estimation and hypothesis testing. It then discusses sampling distributions, unbiased estimators, variance, standard error, mean square error, maximum likelihood estimation, and Bayesian estimation. Examples are provided to illustrate key concepts like unbiasedness, variance, maximum likelihood, and Bayesian parameter estimation.

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    You are on page 1of 45

    7-1 Introduction

    • The field of statistical inference consists of those


    methods used to make decisions or to draw conclusions
    about a population.
    • These methods utilize the information contained in a
    sample from the population in drawing conclusions.
    • Statistical inference may be divided into two major
    areas:
    • Parameter estimation
    • Hypothesis testing
    7-1 Introduction

    Definition
    7-1 Introduction
    7-1 Introduction
    7.2 Sampling Distributions and the
    Central Limit Theorem
    Statistical inference is concerned with making decisions about
    a population based on the information contained in a random
    sample from that population.

    Definitions:
    7.2 Sampling Distributions and the
    Central Limit Theorem
    7.2 Sampling Distributions and the
    Central Limit Theorem
    Figure 7-1 Distributions
    of average scores from
    throwing dice. [Adapted with
    permission from Box, Hunter,
    and Hunter (1978).]
    7.2 Sampling Distributions and the
    Central Limit Theorem
    Example 7-1
    7.2 Sampling Distributions and the
    Central Limit Theorem

    Figure 7-2 Probability for Example 7-1


    7.2 Sampling Distributions and the
    Central Limit Theorem
    Approximate Sampling Distribution of a
    Difference in Sample Means
    7-3 General Concepts of Point Estimation

    7-3.1 Unbiased Estimators


    Definition
    7-3 General Concepts of Point Estimation

    Example 7-1
    7-3 General Concepts of Point Estimation

    Example 7-1 (continued)


    7-3 General Concepts of Point Estimation
    7-3.2 Variance of a Point Estimator
    Definition

    Figure 7-5 The sampling


    distributions of two
    unbiased estimators
    ˆ 1 and ˆ 2 .
    7-3 General Concepts of Point Estimation

    7-3.2 Variance of a Point Estimator


    7-3 General Concepts of Point Estimation
    7-3.3 Standard Error: Reporting a Point Estimate
    Definition
    7-3 General Concepts of Point Estimation

    7-3.3 Standard Error: Reporting a Point Estimate


    7-3 General Concepts of Point Estimation

    Example 7-5
    7-3 General Concepts of Point Estimation

    Example 7-5 (continued)


    7-3 General Concepts of Point Estimation

    7-3.4 Mean Square Error of an Estimator


    Definition
    7-3 General Concepts of Point Estimation

    7-3.4 Mean Square Error of an Estimator


    7-3 General Concepts of Point Estimation
    7-3.4 Mean Square Error of an Estimator

    Figure 7-6 A biased estimator ̂1 that has smaller variance


    ˆ .
    than the unbiased estimator  2
    7-4 Methods of Point Estimation
    Definition

    Definition
    7-4 Methods of Point Estimation
    Example 7-7
    7-4 Methods of Point Estimation
    7-4.2 Method of Maximum Likelihood
    Definition
    7-4 Methods of Point Estimation
    Example 7-9
    7-4 Methods of Point Estimation
    Example 7-9 (continued)
    7-4 Methods of Point Estimation

    Figure 7-7 Log likelihood for the exponential distribution, using the
    failure time data. (a) Log likelihood with n = 8 (original data). (b)
    Log likelihood if n = 8, 20, and 40.
    7-4 Methods of Point Estimation
    Example 7-12
    7-4 Methods of Point Estimation
    Example 7-12 (continued)
    7-4 Methods of Point Estimation

    Properties of the Maximum Likelihood Estimator


    7-4 Methods of Point Estimation

    The Invariance Property


    7-4 Methods of Point Estimation

    Example 7-13
    7-4 Methods of Point Estimation

    Complications in Using Maximum Likelihood Estimation


    • It is not always easy to maximize the likelihood
    function because the equation(s) obtained from
    dL()/d = 0 may be difficult to solve.
    • It may not always be possible to use calculus
    methods directly to determine the maximum of L().
    7-4 Methods of Point Estimation
    Example 7-14
    7-4 Methods of Point Estimation

    Figure 7-8 The likelihood function for the uniform


    distribution in Example 7-13.
    7-4 Methods of Point Estimation
    7-4.3 Bayesian Estimation of Parameters
    7-4 Methods of Point Estimation
    7-4.3 Bayesian Estimation of Parameters
    7-4 Methods of Point Estimation
    Example 7-16
    7-4 Methods of Point Estimation
    Example 7-16 (Continued)
    7-4 Methods of Point Estimation
    Example 7-16 (Continued)
    7-4 Methods of Point Estimation
    Example 7-16 (Continued)

    You might also like

    pFad - Phonifier reborn

    Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

    Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


    Alternative Proxies:

    Alternative Proxy

    pFad Proxy

    pFad v3 Proxy

    pFad v4 Proxy