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Goals
Probability
Population
Descriptive
Statistics
Sample
Inferential Statistics
Estimation
• Estimator: Statistic whose calculated value is used
to estimate a population parameter, "
( )
lim P $ˆ % $ > & = 0
n "#
! !
• Unbiased: E["ˆ ] = "
!
!
Bias Versus Precision
Precise Imprecise
Biased
Unbiased
Methods of Point Estimation
1. Method of Moments
2. Maximum Likelihood
3. Bayesian
Methods of Moments
• Advantage: simplest approach for constructing an
estimator
• Principle:
Equate the kth population moment E[Xk] with the kth sample
1
moment " X ik and solve for the unknown parameter
n n
!
Method of Moments Example
• How can I estimate the scaled population mutation rate:
" = 4N e µ
• Brief (very brief) expose of coalescent theory:
T3 i(i "1)
T4
n
Tc = " iTi
i= 2
!
Method of Moments Example
n
E[Tc ] = " iE[Ti ]
i= 2
!
Method of Moments Example
n n
4Ni
E[Tc ] = " iE[Ti ] ="
i= 2 i= 2
i(i #1)
!
Method of Moments Example
n n n
4Ni 1
E[Tc ] = " iE[Ti ] =" = 4N "
i= 2 i= 2
i(i #1) i= 2
i #1
!
Method of Moments Example
n n n
4Ni 1
E[Tc ] = " iE[Ti ] =" = 4N "
i= 2 i= 2
i(i #1) i= 2
i #1
E[Sn ] = µE[Tc ]
! n
1
E[Sn ] = µ • 4N #
i= 2
i "1
!
n Sn
1 mom "ˆ =
E[Sn ] = " $ n
1
i= 2
i #1 $ i #1
! i= 2
!
!
Methods of Point Estimation
1. Method of Moments
2. Maximum Likelihood
3. Bayesian
Introduction to Likelihood
• Before an experiment is performed the outcome is unknown.
Probability allows us to predict unknown outcomes based
on known parameters:
P(Data | " )
• For example:
! n x n"x
P(x | n, p) = ( ) p (1" p)
x
!
Introduction to Likelihood
• After an experiment is performed the outcome is known.
Now we talk about the likelihood that a parameter would
generate the observed data:
L(" | Data)
L(" | Data) = P(Data | " )
• For example:
! n x n"x
L( p | n, x) = ( ) p (1" p)
x
!
• Estimation proceeds by finding the value of " that makes the
observed data most likely
!
!
Let’s Play T/F
• True or False: The maximum likelihood estimate (mle) of "
gives us the probability of "ˆ
• False - why? !
!
• True or False: The mle of " is the most likely value of "ˆ
• False - why?
! !
• Joint probability:
P(x1, x2, …, xn | " ) = P(X1=x1)P(X2=x2)… P(Xn=xn)
n
= " P(X i = x i )
i=1
!
• Likelihood is then:
n
L( " | x1!, x2, …, xn ) = " P(X i = x i )
i=1
n
Log L( " | x1, x2, …, xn ) = " log[P(X i = x i )]
! !
i=1
MLE Example
• I want to estimate the recombination fraction between locus
A and B from 5 heterozygous (AaBb) parents. I examine 30
gametes for each and observe 4, 3, 5, 6, and 7 recombinant
gametes in the five parents. What is the mle of the
recombination fraction?
n
P(X = r) = ( r )" r (1# " ) n#r
!
MLE Example: Specifying Likelihood
Probability:
P(r1, r2, …, rn | " , n) = P(R1 = r1)P(R2 = r2)… P(R5 = r5)
n
r1 n#r1 n r1 n#r2 n
P(r1, r2, …, rn | " , n) = ( )" r1(1# " ) • (r )" 2
(1# " ) • ...• (r )" r1 (1# " ) n#r5
5
!
Likelihood:
! ! 5
L(" | r1, r2, …, rn , n) = " (nr )# r (1$ # ) n$r i i
i
i=1
5
n
! Log L = " ri) + ri • log# + (n $ ri )log(1$ # )
log(
!
i=1
!
MLE Example: Maximizing the Likelihood
• How?
Graphically
1. !
2. Calculus
3. Numerically
MLE Example: Finding the mle of p
"
Methods of Point Estimation
1. Method of Moments
2. Maximum Likelihood
3. Bayesian
World View According to Bayesian’s
• The classic philosophy (frequentist) assumes parameters
are fixed quantities that we want to estimate as precisely
as possible
P(B | A)P(A)
P(A | B) =
P(B)
!
Bayesian Estimation
• In order to make probability statements about " given some observed
data, D, we make use of Bayes theorem
The likelihood is the probability of the data given the parameter and
represents the data now available.
The posterior represents what is thought given both prior information and
the data just seen.
Bayesian Estimation: “Simple” Example
• I want to estimate the recombination fraction between locus
A and B from 5 heterozygous (AaBb) parents. I examine 30
gametes for each and observe 4, 3, 5, 6, and 7 recombinant
gametes in the five parents. What is the mle of the
recombination fraction?
5 25
0.5 • (30
5 )" (1# " )
f (" | n = 30, r = 5) =
6531
! Ta da…
!
f (" | n = 30, r = 5)
"
Interval Estimation
• In addition to point estimates, we also want to understand
how much uncertainty is associated with it