alssmAte

Data
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ardpoul 2021
UNIT- 04
POINT ESTIMATIONS

s t o dnar
h naim slyectie oy latiatics
hanamitiw lrasn
inlenence alout thu eulatuon
uhon thu amalyas ok sammhle u t a t i t i c sJhLus
Aahaatant haolllm i tatistics umimcea L
1 f 'tycthnsts
2 sAmatiem

t aused im 1930S
shocei Let u Cenáido a namdea
Lananele
vaiall X uith PD:E c,e uhz
panamail
Jw om mkmeun hanameiu, them
apacs i the uet o a hosuill valuus 9

stinaato Pehlatien laramilin

Jmstion thoamdemsamle aC1,0Ca n
that aue Jim slauwed sas Tnloc1, Ca,Ca. C
calld a datistics. u a sed timati
. (hotulatiow
am umknamhonamti e e the dulution thia
i t io called Dstimaloru d parituculan value e
atimootou sayTalc1,0Ca C n ) ia called am

Chanasiistics Dk stimaton:
96sd eutimatou should, e-ue satily the
foll ng t i m a :
1 mbiasedness
2Consistmcye
3 iume
ucisncy
 Page

estmato Ta= I(ci, C2 C

HlaalnoueLonsssi dr
OLd Je Je a
umlx
ehulatien hanamtin b . O ) i g t
imal
E(T) =O) 9E6

SE(Tn)29 Ta i pautisely braasd

Th msgatisrelp ltased
ElTh)<9

bla)ETh)-Io)

Cn uo an amd dannhle
1 C1,Ca,Ca
L the mormal hehulatiem N[u,12 hm
dho that t _ 1 2Ci Jsam umbuasrd

atumat u+1.-
Eoci)= u, Vlci) 1 i = 1,2,3. n
Ett)= E(1 a1
=1E(S L1
:1EElc-1
h

E(X+Y) = E(X)+ ECY VOx) =Eloc) -CEC)

El)=V(x) +(EL)
1 h
Elc)+ V)

EE)=U+1
( u } A ) -

thu memal nAlotion

NLu
A rthat1 (ci-T) c nlnased
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LadTuu (b False
E (ci) = u , V (ci)=
i = 1, 2,3.
E(t)= E(1
n-1 (oc; -3)*)= 1h-1 E(} (ci-E)
i1
L1

E +2c)- 1 E 2cnc-2TL)
h-1

Eh-1 2ctn-23l)=1(2cn
h-1
-

1 EX+V(x)=n
h-1 VX)=Ex)EX)
Ex2)= V(X)+EX)
1h-1 r1 E = V( HE
1 1 (n=1) 2
L nj
n-1
Et) =_ Vci)+uZtv
n+u**
t J am umlrased etimaalin e
umlnasa
u a s e d etimatou au
ECT) =9
VLT)= E LT) (ELT))*> ECT)=
-

VCT) +
(ELT)1
ECT2= V(T)t0> e*
ETZ)* 9
hu-2021 etuvely datd T Jiastd estina
4 c1,C2,Cs Cn u any MademNaLalle damAle
ww h
momal hehulatie X~N(U,2) hem
haw h a t
Mam of samhle u lmlnased etimat
2aiemce of somhleio lased stimatan.
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Meam =_1h i
h mce =1 (ci-)

EC=E1 1 E ,ci
Lh c
i=1; n
L1

Elax) = ? (araEK) (b&E(X) E))NONE

E (x+Y) =?(a)E (X)EY)LAECX)+ELY C)E(X
ECY)
DNONE
E
Elc;)= 12
umlnasedu estonato
ehuulattu oaamA
X NL,2
E(Xi)=_ u , VXi) =*+
VX;)= ELX2)-ELx))* > Elx2)= VIX)+(ELx
9= 1 n lc-T)*=1 2 + h h1 2Tc
12
ct 1-2.32ci VC HE
1 c/+ n -23 (ne) Lnj
1VEc)+L-

ac; nle) n

ELS)= E1 2ci-2=1E (oc -E (

-
h

Lased Atimo
L nJ
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g_1 1 2 c-a) w aunlased ssimalo

2 0gou h-1
(nasd stinnato
Conustent e s t i m a t o n :
nunc anu Us
hu samhle v m e a m amd samhlu
well knen conideni e maton
timaliow Tn T(C1,02, OCnsased uhe
hu andom samhl g n s vaidTe e
Cemaistit 1ritimatio a pohulaten paaneli

In consengis to K(O)imw o l n i t y oa sammhle

Tn Xl0)
Aimalo O) E>0n~0 thure sccist a
Stame uingen n~m (n, e xuck that
PCTh-to)<e)R1a n oR
PCIT-XLO)| < > 1-n n Z m.

u c r senditen oconsistRmcy
L T n t be a ueauance s stima uch that toru
all 9E e
1:
Eg Tn) rO) as 2
2 Varg Tn) 0as n
h n is called conaistent patumaton af O).
09-A uilr 2021
Snvauuce juopvtp constant satimmatau
Tn i h Conaatot estimatow o Y(0) anol C)
Jo a centimueus umction thm UT)will eho
CemaLsa eatimalouof Se),
E (e) hem Tn) YS|e)
 Oshe

thM uamále
n0malhohulatien NLL,
ALondidtant stimatiat ohelatien

hanamile
X NLu,)
E (ci= V(ci)=
hte thai c dd a
Cemtat Ltmatin
Th
1 ci El)= E12ci
h i-1
1E L1
i1

El=
ELE)=
VE) VL 22):1y(Z.ci)1 ni1
V

n o
E TEu VOi)=Zco 0
is h conaistamt estimaton heul en
panamiu

X Nu,t)
Emd)= V(md) =_1 (2a)
Hn

E (md)= V (md)= O

64oCi,C2s a e Anp Hande am

Berouli's_behulatii
'1wth
O th
hainiilit b
ndaliii a 1-P
 thum shour that 2 i 1 - 2ci)i a_ceroistant

since C1,C2 Cn a BenneulL auati uith

hamnliu_p.
T 2c;Bln,b
i-1

ET)= nb NarT) =nbb

n

ECR)= EI)=1ELT) = 1nb= b n

1 VLT)=1nP
n2

K_n
EIX)= S ;vX)= pa/co =0
X is aonaustamt estimatou ok
Car, f =X(1-X)= X-X s aholamLal
umcte ushuch is contimueuw u ywhue
. ds X uw
( ) wll Jbe cesdtot satimale'
e X (1-X) is
(6.
conaistant sstimatua bl1-5).
a

i12ci) i a cemastamt eatimatiu B1-b)

7: C1, Ca. Cn uw a namdomu samhle uomuthel

ehulastiom wd b.d.(c,0)= 1 ossot1
O elseuwhore
hw houy thab
1 X s am ualiased astioonato of 2

2 o conauctantatimmalo ot 2

1EX)= E |3c E1 E(c)=42

nj
ElX)= [ c flc,da= de =
2Je
1 - | 4 11+ 20-g +1
2 L 2
Elri)= t 1 ELR)=1 0t 6t1
2

2 Eloc) =7 de =
e
1
3
+3030+1- 39+3+1
G+0+1
Vc) =E(Ci*)-(Eld
901(0+1 +0+1-01
3
E+1-E14=1-1 3 3
E

12
vC)= V(Z
1V(c)= 1 - 12
E = O+12 YK)= 1 O
12Mo
 Date
pog@
10-8frul-2021
CA-03 Gyoegle Fom 12-Ahnil- 2021MONDAY
Connelaten a i d Regrussler stinq s tuhsthius

icier imat :

Lstimato,ot ehulatiemhanamaatouxweh that

VCT) ' y T )
Uhen T s said to le s efciint han Ta

Mast Ckicient stimatoui h a a sloss af cemais

amt atimatoi a
laien hanamle the the timat heu
amplimg vauemce id lss bham hat e an
cthuu c etimalo is Callod m A L i c i t

R C m b stwmaleuuth anwmce Vi asmd s

amt LSnnalou uth aHumce Va,them

E-V< V<Va V <1

V2 Va

amdoom samlu (X1, Xa, Xa,Xu, X5)sf sige 5

dnawm p e m a m o m a l pefulatien uwcth unkn
m a m J .donsLddeu ihoollouima esimnator le
estimaTD J
t1=XtXatXatXu tXs t2=X1tX2-+
2
Xzs
CiDtsa 2X1tXatA Xa hu i such thbat
3
ts oa nliasrd sdunati
 nd A Are t amdt mliaaeaP ktatt a i .
Aoms, Hhu edimatou ushuch s sesbas
t ta amdta.

Ets)
E2 X1 t X2tAXes|=1 2E(X1)tE
EXa)+ AE(Xa]1
AX~N ,
E(c)= V (ci)=* -d

o A=0, ta us umlnaaeo estinatou

Et)= EX1+XtXatXut Xsl= 1 EXDE eu
XO+EC
+E(X)+
EG
= tututut x5 u
Et =u t1 se mliasedsimalou
Et)=E X1tX au
2 Xa= 1ELX)+ EX+ E(X
t+u 2 u
Et)=2u9t2 wms unliased stimatou
tat (t2 ta
dmanA t1,t2,ta l e (t1ta) ane
laaseds
VCta)v4[X1t+Xat XatXu+ Xs
1VXd+V(X2)tVCXa)+ VCXu)+ VÜX5|
25
25x521.
5
0.2
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tta=1 VX)+V(X2t vCxa) =_1 t

22 1 +
1-5

0-56
v (t1)< Vta) Vt2 0-2+< 056+< 1.5+
t1us e Amangalleaiumatons

9X1, Xa amdx3 us a Hamdemsamhle e sige 3uoma.

enulatiem with meam alue u amd AaHLeAcor
T112la a the e malons used Le Lstmatu
mam a l u u whuu
T-XtX2-Xa, T - 2X1t3Xa- HX2, ame
Te1AX1TXatXa)e.
d e T i amd Ta umbiased stumatou. Yes
T a n d T2 6 I (T NONE
X Nu,2)jE (ci)=u V(oci)=
E C1)= ECX1)t ElX -EXa)=_t-JA = u
ET)J lnlnased esumatow
ELT)-2E(X1)+3 EX) -4 E(Xa)= 2ut3u-4w
5u- 4u=
ET2)= >Uabiased, istimator e
i i n d athe value sf A such that Te is umliased
|Astimalow .
E(T)
ET)F1AEX)+ECX)+ ECX3)=1Atutu=u
3 L

Aut2ue B ALa u A= 1
 comsidarnd ad
Ta a mal.
ai t h this atalue el
h x1+X2txál=

acemaustanb timatau a f h o l a t i e n
Å

VUT)= (V X)Ux)VOXs) =+ 8

v(T2)= 4VCX1)+9V(X3)+16 VLX) =4r+9+16

2
= 29
VTa)=1[vxrvixtv(Ka)4

VUB)< vCT)<VT)=a <3r<29

l3 is West Ameng all estimalou

12-dhilr2021 CA-03 Cseglu houm 0 to 02

1 -Api2021
sicimey: Cm atimmataw is aid te e ullee
a hananliu, t
-. all
h marmátm m tha KamhLe ooarding celam
raili Mathmaiical, me can
T:tci,c wautho
Cis am edunaata
Ca
aen emthoheulatLon
O) utt p:dp
uteu that endiiemal
disLltie
dehmdemt th harAmal
P(c0c20 nIk) Js
I e aLed th ciumt timato
 elAsMAte
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Fo camhlei
10 ot C1, C2 Cn e any iadomm vamhle o m a
Bemoulli ehuiation parameti D
wt tstatrtith
-1

Jhen
T-2 c B(n, p)
i1
n-k
P(T= K) =
PCk b (1- O k:01,2...n
P(X Ci) = b1 b)'*
i = 1, 2. n

P(cilCa.c. oCnT=K) PciOca COT:k2

PCT=k)
Ploc1) Plc). PLT-2c)
PCTk2
T k)2
- a ) 1-C1 1-C2 n FCn-1
-b)1 Tt (1-p
CnCk (1-)*
(oC1TC2 h-1

h-k

Cx b(1-p)
-k
1 wuch w indeyaimdrt
C pauamitinp.
ha T: 2 isa utcent aitizratou
 Dafe
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weymamm hctounation JheoHemi

forhanamati
wlliciemt
Etimaton T -t c ) i s
demsit
soimtdnsit
imcde
hmcTen
Amd only t h e L c h n s s b l l o as
camle
samhl d l u s
L-gO,t).hloc)

Plc1 P(c
P c c 0...cn T:k)= P(T k)

Tisheu-Neymannu ni~inieni
t1=t (c1, Ca,ca Cn Kuaiot
g statistio
WSTAmatD uparamain 9 Amdenly t
iklyheod pumcion Jemt sriobalrlits &cruie
umitie samhle) cam lu eepressiOle as
L= loc; )glt1,9) hlca,oca

11:tK, Xa, Xa.Ån_e a amdaa damhle pomti

Them whor that ti oci ab asucum eama

pdE qt disiulnutiem is
l)=Dc; OSc<1 9zO
9
L-1

O t i hlOC1, C2 C
. Bytacdouzalion Jhsorwm
+ a sulticunt aslimmalow sat
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12et C1,02 oCn e amy narndam samhlenam

Nu,) horulathow. timd thu duiciumb estiotoe
u amd

O<
pd Cc,o) =
2a
i,9)= eoc-2-0i t
n
L loc , 9)A
2 i1 2
( 9 , t (c) h (oc)
wh (u, , tlc)= (Zci, c 2
byjastoizate Jhsener

a suhiciut limaton

11-Ahrul-2021
Mdhd Mascumumw dikolihood cutimatin
Likelihssd <simatiom:C1,Ca, Ca Cn le ay
andem wamhlu u t
uhulaturv thv pdf f(oc9) thuv u lkalihsedd
umctwm of samli valus Ci, Ca.. Cn thuu
mt bd Fand it w
densid l L=L(o)
L fl,)(ca,o). f(oCn, )
L-L 1 f (oci, 0)
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oMcthed J M a c i m u m d k l i h e s o simatien

and
he uwnctn
cte
hpuinkihlu el M:LEis to somhl
Ca) dehinds 'uhem
h
= c,a.
valu uhick nnacmuais
vakuu s L ehase
ehae
huecllna
ad

fun ten.
wll le a mem-decneausLmg
Leq Lctune
tnce Lamd Leq Lwll atla
ue
aluw a t thu same eint. Jheeko

2Weg
9 9

Pecedune to ind MLE

dtep1 Receqmuse thé quen dualuluuticonandtond-

Atna-2 Flci9)
Take leq O Lcth i d
LeqL Legcci,9 2

Lch lb acimie L hat

MLE e cal

e u w sk MLE
1.MLE's
ML
axealuns Lemdidiamt Jut s i
mlasLd_alusass
2 aLLncL EMLE V) =

E-alea
 alassMAte
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a-4 MLE LCLSt, thim it isthe met ecwrt v

th Alass o such s l m a t b n .
a u e n t LATimmaliu socLsb the t will
a mctiem eMLE
L= f(ot io a umctiow a wtatiio

amd hanametur thia t wll le tho u urt

esimaatiu a f .
18hind the MLE to hu paramiiA eussa
istrileutio h Leasieamhle en
( 6 | h a h a t thu samhle maram boio suteuri
o Limating thuparamin Aa Thi
onie istilntieon
XPA)
PLc,0) =e A OC 0,1,2
n -nA
C
L foei,) OC . Ci
LegLELog enA

Leg L-nd+hoc: legd(oc

leg L hAtnd Log gci
AuRrentiot Dct ide - t A fhartieulLanlu
a Leg L)= - n + ng =0
 Date
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-h 40
egL)= = Otnl
2C thu MLE A

awncw o MLE Js qeM

V ) = __ 1
Ettnc) E)
/
1 1A Y = 1A
n
xx

19-dhHil2021
nd thu MLEon tho hehulationhanametina
haulatim unth pdf Cc,a) 2 (-se)

AAse shour thatz h estimat

pdf
iklihoeds suumdiuem to a domhle g l-
plo)FSt-
Leg L= log 2t Leq (es-c)-
OLSartat LegL:htt 2eg
hatallg
a L)=8+1
 lassoate
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2 a - 2 c

1
= 2o0b
2%-a = 2c 2

laL) =1
= - )
1 2
2c-c)
23
J2
1 20

A
20c w the MLE f o haamaliu

El2=2 El)-2 c flc,) de

4 «-cde
2 2 (e)dao

E 2E « > 2c s rased Ltmalo

15 Hondemv sonhle nom mal pohulatior

Nu, then timd MLE fo
Ashem is Rmsum

:d (c,o)= 1 e
r2
L 1 (Tu)*
L*N2aJ
L e
 ak eg Jsthudu, u gei
legL--12iukcge-n legT-n
22i1

a (log L)=E1 2ci-u) G12-0-o

Z

2 2 1

ci-nu=0 nu= Z

OC s t h u MLE JD

lgL)E ns0

aeq L)= 2 4 LT

c i -1- ) 2-4

1 n
3Ge-
1
=
Ueg D=-2 2, ci +n 1
26

-2 n n
i 1 2 (ci- uis he MLE
h1 to

15 me he MLE {ouO
Lrassduuhn a damhle au
nemh hillem ud d
 1
+e,0)= 0 c Osc< 1 o s 9 o
( = s ( =c- ct None these
df oc,)= 9 - 1
ikiihood uneuon
n
L 1
L1
* 9 o-1) L ci) C
Lsq L ntcq9Tntsg 1

LeqL n leg9+92
1
Leq i - g
e g L) =
n
29

e 1Lga