Point Estimation

population , 2 unknown parameters estimation sample

X ,S
2

Desirable Properties of Estimator

parameter :
D E =

estimator :
for any

()

D is unbiased

Example : VSRS
E(X ) =
E (S
2

estimators

D =X D 2 = S2

X is unbiased for
2

)=

S 2 is unbiased for 2 SD 2 is biased for 2

observed sample statistics

n 1 2 2 1 n E (SD 2 ) = E ( X i X ) = < 2 n n i =1

underestimate

Bias
D bias > 0 I bias ( ) < 0 I bias ( ) = 0

D D bias = E

Mean Squared Error

unbiased small variance unbiased large variance

() ()

()

overestimate underestimate unbiased

Example : VSRS
SD 2 = 1 n 2 (X i X ) n i =1
2 n

bias(SD 2 ) = E (SD 2 ) 2 =

underestimate

biased small variance

biased large variance

Mean Squared Error

D 1 is unbiased D 2 is biased
D 2

Efficiency
K K efficiency of 1 compared to 2

K K K MSE 2 K eff 1 , 2 = MSE 1

( ) ( )

But 2 is better than 1

D D D D 1 is more efficient than 2 if eff ( 1 , 2 ) > 1

Example : VSRS {X1, X2}
bias (1 ) = bias ( 2 ) = 0
MSE (1 ) = Var (1 ) =

D D MSE 2 < MSE 1

( )

( )

1 1 1 = X 1 + X 2 2 2

2 1 2 = X1 + X 2 3 3

target

MSE = E

()

{(

) }= Var (D ) + bias(D )
2

2 2

MSE ( 2 ) = Var ( 2 ) =

5 2 9

eff (1 , 2 ) =

MSE( 2 ) 10 = = 111% MSE(1 ) 9

1 is 11% more efficient than 2

Efficiency
= 1.16

Efficiency
2 = 1.4144
= 1.16 ' = 0.61 ' 2 = 0.8379
observed sample High volume sample : ask 1000 individuals without follow-up
Total population (Target) Rel. frequency Subpopulation who would response Frequency Rel. frequency

2 = 1.4144

' 2 = 0.8379
observed sample

' = 0.61

X = number of children over 5 years old 0 1 2 3 4 Total

Frequency

Sample size 200

E ( X ') = ' = 0.61

bias ( X ') = 0 E.( 61 X ') 1.16 = 0.55

MSE ( X ') = ( 0.55) + 0.0041895 = 0.3067

2

'2 0.8379 Var ( X ') = 0.0041895 = n' 200

20,000 12,000 10,000 6,000 2,000 50,000

0.40 0.24 0.20 0.12 0.04 1.00

6,200 2,100 1,200 400 100 10,000

0.62 0.21 0.12 0.04 0.01 1.00

High quality sample : ask 25 individuals with follow-up Sample size = 25

E ( X ) = = 1.16

bias ( X ) = 0

MSE ( X ) = Var ( X ) = 0.05658

2 1.4144 Var ( X ) = 0.05658 = n 25

eff ( X , X ') =

0.3067 = 5.42 0.05658