L he “ 2 zr 1 i STATISTICAL INFERENCE 2 : ye y | Lean) Tferonce: Te proves & Aiding iinkesences about a popelafion on the bass 4 > fosmna tons Gontomred in Q dample taken frm ae is Collec! Sfatsfial enforence, fawik, cationt Statistica tnfexence ts tradshonlly a divicleo thf fwd meter foals a : A Estimation pasamefes and | LS Tasting of Apportes' i Ae Stadishen) 2bimalton us la. prerecckeere by kick We ebfatr an alimate @ ithe fice bap unknown value of fax pop? poria— oo metes yy using the ample ebset vations 24% 3% | | | i Brample: We meg ostimete the mean Qrd D eae t a ivasiamee of & pop” by dompulig dae 2nean and vasianet of a dampro olraon fom Ae pop?” A hapsigicadon Statistical estimation Cam be. efosigied tyto pve (ee parfs : . Poot estimation aod Lares etbmation— ay Peobhem of eshmadion: ‘hee ese rngpreral ¥#0 al pes Of L8Lemation. Mise ane, Poinf anck interval esfindy | ; “ ce : i Pho | ( x = Giay, friot estimation admits tuo problems + ‘ () 7% device Qaversrea7) Some means objaining a Afadste te use as an ostimalyy - WD To sebecf- eriperia. and Gacknigaes t, Lefing leat 2 best’ estimator amone many posible Jr Bern. senator interval 2stimatian kar tp (pence G) Hye é the presblem frding whenal estimectors. (1) ffrsa is Ha preablom op defeomining. good ex optimum nferval esxhmeorfars 7 : (Biot estimatons- Poin? estimation Prtevi ces 2 lan. estimate a Mingle velee Ceteelated freem t25 |Sampie thet 3 Likely fo be thse. in yalew Lp da een Roa population’! Parameter, | wEnplamation > Suppose eerie, be a Sample | fren a density f(x; 6), okere & is unkrown fixed value Okich ean arsieme @ eine ee Idimentional reeol parameter Space v. kt ¢ be a [fanehon of 1%, % 0 hkat Es a Hatistie ang kone @ random vorctable. 9 & 5 wed Lahmrate 0, than tf is Called a pojat estinater fb , Ext hap us bonsioler a yandom Sample tf se nab kad fae Chements 1,5,3,% % &- Compute a Poin} estimator Of Ha populahon mean 4, ij { 2 =6 Ma bample mean K =k (acest erPeh) = 9, Fuk He point estimate of Hix pop” mean HU & Y and EZ 4s an sshmator oF LU. wh pop” Paaametes but 2t-mmuf be thse in value ty the, pop? Parameter « i Estimates le numerical valee of te estimator i a pasticwar Kample is called an esbmate o the Pasameter» Fo6 2G % da, My be a Yardom ‘Sample | | Sue 2 from a pop cout mean M, Yer H=F% h} He volue of % & am Litimate YH. Ae )Estimatens & An estimator Sterols fore a reule or onethad that used to estimate parame/er,, fox example , if %, Ap, 774%, be & random Sample of sje 2 Sram a pop” ath mean thn Kal, hoe £19; Ban estimate @ 4, Any stotishe wkese values are ued ° fo estimate (8), Ohene y°C)'s se dome fenehor | iy fae. parameter 6, is chofinad Ao be am lshmator. of V(b). rv} ». 4 Nolet 2 point eshmate coil! not be eguat to tie [ re eee aaaEstimator E Estimate / Pp statishe WKick is a Pureden © Fe numerocel valeen of he We Ct esfimafes a Safistic okose. Ashrabution Ccnegndrates ab closely ab poss; ble. roan Lhe tue value y the partamefer, may be segauded & tie \ best estimate « Sn otherwise , Ke best, the. best estimate cntd be one thet falls reanest Lo Ha fue volue g the parameter to be estimated , Comparcisons befaern attimatore ond eshmate. Te olifporencr. vefweer estimator and eubimadet ore. as follows: . { i SN SSN ne ee TN get ofa dample 0bs, then fhe Sfazishe: fos Pat 7 Lb nado 0 is noon ab Bfimatey of eae -|A portitular Aarmyple is Portameter « ealled an estimate of-¥4e . : i |Paramater 4 @ Eshowge a variable 8B cj ty a Conttont | ee eee eae (an) Gor Btimadow & Aiperdlok lay Cohmae. x D I pr. farnPle len Laima yea ved Piicius horace Poind estimators: _-& Point estimates 14 Consiclereed to le a good sbrraby 4 ib possesses Lt fellding four enitesia (Prpertiel) ! G) Upbiacedness (1) Consisten wy 7 G0 Sufficiency | We Shall noa) vrebly explain Thee pesmi ont by ak ® Unbiaredness: wefintont An estimator ix clefined bs be enbjas|t When the Stafishe used ar an est'mafyy Aart expeosfed bvieg erimated » i | Enphataton: ap B 62 on exinaty of a bi Parameters @, Ken & will be codled an unhiared estim- | ates if Elb) =o - : re Remasks(D af E(B) #8, Hr spabishe sawl fy a be a biased vstimalaty Mz sitimater 6 olofind to be | positively biased MoT ECS)? and cb iy Sod & be rep | tively biarsd Olin E(6)4O | oy @) oF B be A biared Btimator, He olilfesene E(6)-6 & Li amount ef biar arb E(b-o) | % erlled mean Souaree LvwT (MSE) » ; Meom Square orrcor yf § = v(b)+ bia . | @& Keswem (ems Ket, 2, %,1+;%, be a random Samph 2 m a normal pop” gufh mean Ly ar vartante 6Y 2 | ce x W(t, 8°) Ron xs an unbiased ertimaros yy.’ | | dl + cn ee ; q | i | value epual t the deue yabue of Hix. population pafardrco 4 Sof™: dap us eonsiclrt the Lampe ‘mean % a ar 4 | Bimafore of ThX pop) mean LL. t nog Ear ECA Ie] ; 2A E[K txt tx] . 2$[ El) +Ela) + ~ = FEO)] : 4 a4 [urate - > #4) j ah nu = aA i Thus we Com fiat Sample mean ® 8 ani | unbianed estimates op ta —ppr 20er a for te i _Neet. An extimabt is soul to be. aarp thy unbiooed if Un els) =e . 1 DE propercics of wnbianed Stevens ™ mrs, mporfamd properttres an tanbojaned Ctimatr |) free Come je am Unbiarced t felia of U lon | janed osfimector ef cy ° i hotels god dr i “y ~ | Poet not neeoarcy | @Y Sb ow Oo ee eer i eotimactos of the fumetion Ss J Jellons Haat #48 function 2 1. ene Ge Bak | oe P to GD Unblapedness tonal unique =@) An unbiaaed estimates need not be Consistent tho. a Consistent extmabr awh fprite mean valie must fends fo be unbiared an kevge Samples @ Tf ow estimafey % Unbiased in small Aanple. Coat it & also unbiased im depge. sarepte Case but Yrs Hevercse may not Wee r B® ConsiseOe estimator is said fe be eontistent-)| of tia ciattbe 4 be aad 46 dn lator beeomes : Chex ard Closer ta th prpalaton parameter eeing — &) lestimafed , ab +x Sample S122 (NCBCAS2S 4 Explanation: Dn estimatn B's Cablecl a Consistent » wtimedor @% He parameter 6, if fr ancbifrarcily rah | positive. quierlily %, Lim ppl e-eleep +i wv 70 OF | nae « | oppnivalenty , if Ain fs [6-8/7 v7 =o EPO nae t Tn ataraonds § be am estimator Y & baat or | i a Bormple of sixe 2, paid 4 be tonsistent estimator a © tim E06) x8 and Gm v(8) =0 nak nae be a 75. drain freom 9 it 7 ee feom 9 | a. rosmal pop? with mean 4 and varianee Bree i Re NCH BD i RM, Bp ) Dla — ter Semple mann ad. Game : rh i ae x |Now E(R)=4 at VR) =H, . % noo, (i cop = | fim Elk)» bin a = and a A din 6 2 & 20 Aim VK) = ee f | moe i here x Ban unbianed and costal eee Notet (—D Grenexally there ate mere bom one ; Consident 2itimetzoss f, Hh, Same porarreter . ; @ Consitertey a a tange sample Property 0n x noe clebinsel” fox & rad! Hoople. | FB) Dex Efficiency & Yn unbiared ssh: : EOE d estmaton 4 @ 3 to Ge ebbejent tk PL varteanee fs. Sampling dist? ‘ys brrabler. Chan Phat op the porplig-| hap 4 ofer cenbiared osfimator of He sare_| fai 3s abo Koon w avast Offtient hina i B lanaction Ser ppose, Mere We tayo tunbiared | acfimadoas & and é fe pare. parcureter 2, at ee thon | Leg vce) < VOR) | h Te reblive efficiency & given o fox waliy Eff = oe Dkick 8 greater fon f - fxs Both. tra ample mean and sample: lone dtom for % pup? W(H, a) are anbiared gad | Consiseenf extimofor. GU But we have for Large | | E E 2 n, V(x)= %a anh v (Hd) = 3 | X ,de Wo. the more efficieol obtimater Han Sample mh, ar an w8timate of M- L | Remarks e © Mare ane Civbiin estimates ahick. “| patesfy bork Hix cvipesia of unbiaredness and. Cansis Sy ordre. to gutye Which one. 6) his whe of cued ds ter bast, we Skull Consider effeieney . i) Y 6 1s the mosh Ufficrent 28 jmado cart wavianee Vi and Bp B Ht any Ofer pafimadas. anh, Veriante! Iv , Zden var eppicientg Eb, cLefind i Es % . bbvipwaly pera 1 dee novered Aarmples Senex i is ae - mest ebfrciert- eslimadolor | ta. eppicieney og md fa aor ses ye | < ; ; if : ¥@ ffeieneye By Bah modey Ee said & be Sug eye ni 7 car Y gone all v4 i Sag pierre Pe a parrarm eters Lig te is i Kormple. y Ha parameter, | infos HOPS « an, Pe P regard Morg |‘ priecisely vif ¢ Yan £6 jmadey of a para | bneder 6 4aned tr “sample By tag? 3 Ro Se } Letom thn pepuldion, oth. densi 4 £220) fen ‘sealed | Yh. aeleeseet estimeder Of 9 if Phe eoncibtonal. abil? | Ay * 1B Gn C14 w. pRAeaie: ag he. { i vs ay oft) independ § a bo OU AL ¢ ae XN| i i | I | i | Wadi sede . ie stodistic kick is Computed fram al values ip tie ample Kron a bufficient sfabrtic. Explanadiont Lt f(x; 0) be Her densify of a raidon: variakle x, Whise & is the untuoin, fixed, faramopey ard 66.525 Kee Gy, Xa +1 1% bara vardom sample | from vais density. at Bt andt! be two dfadishets Auch dak ¢! B nit a fanction of t, Of ve Condidene) dit? 06 El fox given & be inkeperofent of 6, tim E * ws Called a aefowrt dfadishe pox 6. ; IE aintly Sufficieol Sober’ kth hy, hy, hy G2 a Yandom sample frtom he density, PU%s8) Ta stadistees tite, --~-ty are kedined fe vel Joint, duffieient ihe Ha: Cencbitional hist? Ian kn iver tit, by Aves nek Apel nb. wa Complete Safficient Shabofic = dot ¢ be a Sufferent- Btabstic Koving olersity a(t/o) foo ve, whene, 9 (4/8) >°0de» au + ond bas Mire ranges. (the yonge ap ¢ A ire # | depindeot yb). Again , det: kt) bes any punedion ob’ 7 Now fir Hf Efecrbe [eH gluaydt 20° Mrplesy lita KH) 20. excdpt fpr a Sit af measure 0 dtm & 6 ¢ called” 2 Complete sufficient’ tfalstie poy 6 and furily tf density Ht) /b ‘called Complete fart, y densibes | Ss LL = Posvarndter Apne e_as sobsgied Minima] Sb sejent Stata ‘ A sere Joint Sufficient dfabisbizes 4. ckehined - de be minimal feat if and only tb it is a fenefron Of enerey Ober Aek of ‘adjeree. Loalstioes , Theorem? A Suffiejeat stalishic us wenigue Go2.4) Povcpe heb 04; %,+- 5 Xp bes a Bample from chensity Flx1Jo) « Lef tbe a Gib baie 6 ond so | deb Fhe be aroten Hiatinet statistic. ef hich us a labo Lulfficiont for \ Shercefor A (E18) = leo) (HE), oma aca hLeteagey h (e740) =°9 (e78) b (7) “Tews t and E axe. funebonally ruleded ab b= k( ths) Sinez, tard E* ase fanchon Ff Sample vabues and also bis Fianetionaly, ralatsd te only . Thus ar defficrent hatstic. ts Unique y- - Bh Simple Consistency t det, k, pa eee bere Soquence of estimatoas YC), Olen Tr > bo bby Har 9) sequence f Tn} aifined Le be, @ dimple (ore caeer ly Sty ait Seqnence of oatimetors. a (a) if for. Nery 60, Ke feloaing En on hp SPM eep: pi doe Garr?” a. Peo ana ao AD Bn astimedoy hick alfains ‘minimum vorlanee _ bourd dor oul —— @, 4 — am HB estimator, Lf He minimum: attainel variance & am shiandor | i Ton minimtem vary ane2 bourd (HvB} den . cae akiek attains bhis onin}mum i Clad om Varcamed. sxtoreipee - Mean Squane ercreore? Let fy ye of estimators of ¥C0), Ok Th ote. rape en) ® blated Bm & i ample of Size n. | Mis sequence £ amos a bbined tQ be A mean Sqyasth LeerLOr. Consists Bequtnek & estinatos of, rte) of lin Ey {in TOY "} 20 fx ll On B, Be Show lak. the reolason befrecn. pean ee yarmanee ark biad of an astimatyy 4, a mse = VC) + fPle)- etn] * ancl ie Spe an, anbiared estimate Pe ty MSE=VO) , ; | Prooge We Keoo at ol Na) + Os 4 | eee a i ro yy” “ | ibys B 7 Ee -frg 9 gx e 7 €Unf—a q-EM (TOE eff ae pire cop] | 28] retry af ree €t0p EFT FOP qe EST el} & 2 fT EW)" +)Ile- een” | 2 VOT) #4 2B) ~ EC -@ be a doguente! * tr) z Te)1% The Fem | r(0)-E(r)} 8 Called Hea bias ef fis Oshimade.* T and can be ether positive, negeleve oy geno , Above glows tak the mean dum S9uarr erotdy Js the Mum o% lio nen- negelve quantities : INT os ‘an unbiased estimator of 7b), t-e. E (7) 2 P(e)» Man freom G, we ger * “Mi = VCT) (howd) t ins Variance ottnd Unbiased Exhmator (evavi)| of tee esdimaded be seh thal p = PLE Can be expressed in tos form Fey 2 ale-0?, 7 re a Wy Kansan) OA Mn/nimenm wareeante bourdk tunbs i phimesbrr Of Benth. vartante £. Ole 1 = Cikebihoed function ap 0 > of kC%() [ZQenample: at x be. a Poisson yorecate, aur | Wi nohe wa we. elay booing pas f(y”) 2 aoe s RPAH Bee > aS = gh 2 bat : tele ae) = by (2iphod EE) i sgn ty bape = platen : Dbo See Dae ances re ee ut) oes bee — S =a H+ Te a‘ yo. | . : e find tha. reinimecm vanian as Gaurd Un biaasal Batimotor. of- poisson Lip’)Brean fanetion, DM, a2" 2a 2-0 2). Pe = z-*) Thus, | wb an -MYyBvE 4 A wattle, Varlanes A i weal onnimian vatceance - tenbiided eshrrtn, : Bepini tion An extimedo€ ’ or w » eaifeinly, i Pyne varia Anbiared wdmatry i& i “0 He ostimaty 6 anbjared @. Prk the dmallest-. Variamnes Qimon dee. Cw og all umbiared eatimotoe.' : el “Explanation? Lb, Myre My bR a Yardlom sample frcam te from HC 3). An esimatin ‘a: Lifined He ba i a UNVE b te and oy & i oO Ew © vey ervey © : : phate ti be Ze ve FG Alia : ‘ a Lineate Hinimuen ‘vareianet Unloiacedl Estimator | \ 3 a lana eto ‘af (2%, t2,-- 2% woe £9 7 eee | ty, fen ¢° wilf oe | Tu ape 4 ak CP, urbjaced kastimasor fala LMVUE hr vein 2 VED at acai : |Rap Bhaekwal) trorems (‘Statements Let x be a Subsicient sfaliste fox 14 ant be an Unbiand estimatry of Bu but rot a funtfien of x alerl, Ken Ely = 900 has We Pe prpercties Far elec] A aad v [es] -< vere (q) | Pstabe- dt : wad : F(xp) 62 pagent pat % x aol p rap we we mapinal pee X re bo we oo Pat ¥ 1% s “p ALG Y GRO. h(a) b& Ha He bande toned, P oe ne bebiniter » a Ee (iy) ofa City 4y : -* “Put HOMIE v ‘ Py FOB mets elit el ¢ yey Wt ee POX eigpey [VAP Hy ot) x ancl rageasp 2 POD ACO AX =f [Lor tomy] patty dy |DELO] 2 [a [fa nde]y [rsa = Ely) =m | Ef plu] 4 agin u(y = EL d- eC] ‘ 2 Ela- a)” a POY rf poy} Wy req -eeapr EF renaf genet vane ey POF t van ipeers fee) Q varforus § vcd) [-ele- reat 90] eure, El Fey] = “Us and vn LOM] ns es cs GE Cramer Rao inigualitys | 6, tin Mt VCO? aq - vp (p ae Peay color. 0 os fh. Ckebibnd function of & . Aosumptreos'. Suppose %, a, - +1 Ay are inclependent- random variables cach wih dosing ACIYB) 2? © £0 an wnbiare. LH matoT -O due El) = + oF +. 4 OM ee ah vee pormancter te-@® : Rearlaaseity eondkibongs 7 ee ae mua exists fos all & , © Me Limite of sipeg vation a h perink- eo PP pe atpers BE, | @ is eee, O Sip fee ely a aa prone tee Liteihend fares 4-6 grees Sp pe tal Since. Ls “H_I: Sa er # ff- SG ye My: gry 20: () aff Cp Tigh ants » EU - © itferantiatng @ again « get { y y a at eetee I EER ENA ff AGE A - de ff Tgp mt ) e (2) + e( Bes 2 oe ay 9 & ()e-FE a) fp fac umes CI gfe pe rane P eadiy 8 a hfe fb Fe ee dry x1 (iltenataaes bloge eda dns cet / oD S ' ie 4 £(6 48) m/ See Nowe, bys t, SAE) = el sot | ‘ eovae (4, SE) cov (ts, Orb) | Spy Fees) "| 1 sibs £/ mu | oe | a vie abe Uae) RE eee | 5Again» We lave : a v= © (Ego [ee] ee ae This ream ©, we: gop | fi : : vLY) $7 gL. ' ¥ . E, B Uses of Cramer- Kaos inegeca lft : Te Esvsem Kar hevercal uses , Hike. age %%& fellas: OB -7ive.& Lowsere hocend fore VaR Verdanee a enbjased | astimodores Dich indicate a food unbiased Bthimator | @ Of an unbiared estimadore hege. vari es wth. Fha Cramer Rao Lowere bound, Tee f Oe ‘ : i Efficitney of amy eunbiased estimator : : ‘ ry may also be dbined a8 He alin ef Hts. Crismene Rags Loire boind Ao He. artuot varramer of Me ehmatore. ~ Limifodion: H fhe Bh master % net unbiawd, Ten vant) Can net be measured err fir kelp of Cramer - Koo! inequality : i SE hoe) Bar Mv Unbsared estimator o a parcmeley | i i b ejont : ‘ PIS 9 tbe a sufficient Spetistic for 6, Ton a glifoyh Cntr 0%) ; AA |2 log) = lige (t/o) + bh Cte: +) ay 3 fee 2 ‘t/b) ne ote ety . - -@ Qkiok is a funefion & t ard 6 - Now, par condition Bat ¢ be an mv unbrah ws tit, ’ : estimator of : . go 2 A “8) a Liar funthn oe “Se & e qs tk Move ona an MvB babiared psbsimodo% Bo. ib ig. abso. OO Gobel o | Probem: Th statiste a i @ Supfidienk bmapy m 7 a) vanaf ‘ Solutions SID Xiyxr06 Ky vais el Py) : “FOr uw) = (ye) fae {0 (4 PD cae | © Hew, TCH? may Te a a2 Cn Rp CR a POM, ha Ay a oe He , - Sao 2 te) a yt ” 7s ye PDE ETB OI Ley 9, -m) | i Och yee fat g LOR Ayae ‘ QD ole af, 62 ao AGG” ad Z| & (mu, he) (te) tO) | Thintfoye Kis & sufficient 2atimarr of 4, Wegvemi- Df Xjhy 0 hy OP independent Berroully | random varuable rt tHe Same partamefer 0, Xow Hal | Hee. Statishe. BP. K Dlim Lamyrag-- 7%, BOW Sufficient Stimafor Y% b> frogs Since X:S° arte. Bernas; varape rl Partamefesy 6 , Honce” $a 6) = oe)" ” soy wy 20 1 yp - Wy FO Aa, 9 a) 2 Oe G8) y, : 2” n-In) a) Ao, Sinee x Boa binvmial Spandtom: Varcasie, with parcanttes rm and O its hsp wen by ff, t = 3% a WM 8 : FUrj nee 8” Cra) ie a y x| OY 706 HB) : "POI, tof) FCM he ) a =6 a" ay” . nb non "ep a” (0) = / fee ge rt ie eo be nb “ / 7 m In, = sy Which % tndeperhini—g pe. wh Be @ efficient. estimayoy ao. Yen — Onbiacednes is nod unigue | POOR F Hat ky ky Xn be a Kandom samp AKen LHe). ar Bat Sx; “ ECh) = EL4 Te] = 4 a eee i foto | oe et, Bs out 602. uni 1 Ela) = 4 6 Gy fo A alte am unbjaaed 1 $0 6,8 an tnbiaaed estmator e 6 4 . Th) = $ (Aras dy J timate Of 4, 80 ff tentlude frum He abere fro Cures Aap news 1% not caigive . | y \ wed) | K@ Se SET Cy -%) & am tenbinaed eshortos a 3 Prog Sina E CHIK eo hE CTR) o£ ny en’ | te mem statishe is an Unbiared Latimatoy 64. dha parent mean kenover th Satter ar} sts, Bap yaa. fample varkamee & rot an enbiared eh madre of Ha. portant Var are —foy 2 . yap ae E206 VO} sES E(u - +H) } =e} MI Sar 42% %) : > b-) A = Oren 4” Gita - 4°) = ONDA (is 4 Cn Pate fan a mean value Py of fellows Rat am anbidaed £8fimatey is given y i i od i : Be ECT Glas | j | _Nones- Some impos tacdt Preeblems Ge doled 1 Hey | Shot DT. ie - Md, Nacts Vddin ui i ; i Assistup Propose cLimgmy co | a]2(t)* % pull sey poor a coy 0 crane AF eth one m 9H couchuuns¥O wy 7 (nA é [retype cor] > 2 srafoan Aan Ga) F 3 (H' ye Aya IG, [> BEE foe] [¢ Catgyate a Coe (aa) 7 [0% age te at(7) o]& ie | fog = 4 | | aRTB =P Nepwuysr oe 0 “Wepisuag mm fy (HIN ‘AW veWOTHON ype -your 9 fo gaieea fate ifa 9/09 79 7 pw "2 tp 3004 TA?S ‘ gnbren yr Hepvatysa fiotra toy cays «0 fore ten anbumnn Mohaulsa faa 9a 04 7 " 9a,9 wajion 7 fe -vepouise RTO ww Ke TIVO} aBe ae a ee “ats mache 1¥p % u a poor Anvopepedd 4p 97 9 HO 7 =a ws (%)2 7 win 78 ‘NTA ‘yp woe uclpopaded fo a. pre cy wr % Wore, opdevoy * ory WM Wy 10 / in fe yepauysa prvoigen wo Ab wy a HO Cn ssa) Lai fo “epeugsa Prag AT 0 4 ns OF)2 49- G72 = (FA UO 4 WA O72 = (A aay 209 oy Uifage 2 coy i -¢@=Q)2 My 30 , fe wepouyse penn Wo 27 p vos Sag. 2 49 fo ~yepaulyss poowigun Ww 4? BO fo vepouyse PRTG wo 79} 4 Terra I~ 'LM Ca 6) Go = ECE 8)” i alick 6 freue hin, 4 4 dolinkically eyalts iL . Hence ‘mist eff edfretent osfimadore_ th “nig |» : . “ bp eee Spd Hels ~vop “Ny > etfmumeyd ean Pe W970 CODD uns Us 190, dod & os fe yduoy oH ™ “ny i oe pee (PLOY poy yore at BIN) epou y fy Rerynyayzy | farnapela wy) Papen ee perru rap by pauroag (| IY AMY “Opruy Sa ro ve waseyo Srpeu’ or _ aters wath v fy piepoqoud raf Yee OF raprunyy] Mu fo OTL Aapnwood oe Fo MOI ea. yp “ram pon fr prunio way joraacs yduroy aid ~r4h Pe Fipqoqead mye afadiury gryen yoor Ref wr] i may fii xdfourorad TO eye Ingo AG 1550 jie ‘ Ap 45 1, be) bakprqom ry peo ahourid ry Guero sparginy aces BPAY i ayonbs fr fe pour vend -ryy cartes) ts $OUly fe POH LA} CG7W) epougsg pooygnyre umutiopy “fo MPA Se | 5p ipnypaue prem) Ayuoutusy + SUOU ford. 2eclee) Jo QuLops aun Feo gop me iy ype poaag A prercing 2g we) safruvorred v fo wetreey wihauysr fulod ¥4 9 03 se. 70 0= 7, at) Fa uorrgpss 4h 7 Lowy Capen ti) 7°€ L(g fines UIT A 4 te | Aapounyysa paryrvig, Uirmatehnts wot ae ye Ty cmppuan Lf 77 caf paiva yoly(y FeO” “pda wt (ot e')g = empoen fsa Bp ont pap purrwd “We Tue OA MET rfeuyeyud yor? sapiumard —o #) dopoulpes wo heen 4 sbisuig ponyryoniy erm caay “| > Lc ye sao UapUTH oH: 24f| at pry EO DTD AE, SS yaapoyia pay yt?) emg Dt PE = (@)q 3 ae “G1 4 peep Hyon q@ pro yduw + wh teotpvenfe poygany Ht pyre a "@ capoumne @ fa unpounf 9 pope ba tps pul ey (04 » Graaf) papuabypre Kpeupeoyoets 6° ea ager yr lace wf vo aa tlt _ Coe Gt OL te 0% ne) fpbeentelly vareiafe seh | fanamepox Po ae Hs 1 ted eatin to oe P. (2; p) pia » ohikelikood Janeen eT Hud =P coe cy 2S ye ro Pd GOP The nts} SE aE preoperies of Inext/mnliin Ci istimadoss (MLE) Ge fellows: O) Hopimumn Uikelsood eshmadgys ate Lnssfal tape B i ieaeaial of me tends h nrotmitg oe ake mest ebhicien ane huff cient 4 Papier aba B rey « are nol necerserity | { I |hOB) mente ahs 4 { PS surah dist? 20 Pabf caGe wer)? ys | METHOD OF MUMEN TSE Th. meted & moments which Consish of Calealating a. [few moments Ce He ample valuts and Cuadiag Cn te Hex. torretspinding moments of she. pop”s Zam setts many ejuahens as ore neecled to dole var enknedn Paramefpoys . Explanation LM; No, My be @ Karem Gample of Sie x Yom tar duprelachon (x; 16,178) Dhan 10 Cample toptunt ebrit wip (sucd 6 A hh FAP yey re 0K i and the tore reespondhing Hh pop? mromeny 25 My” te mepot & moméerls Consis?s stn. epuring mf oi af Crane o, 0 ky on, Uateing fot Be, 4, oh | pasuting walises , by & aa estimators | : 7 ed b Bi asin 5 ec teegpentively obtained Uy the edd groments , pk ) Hardom sample: : Examples kat %, Kp, 04% be a Veco a naverad populactentorlh partanneters 4 ae f inn xen (ys : : mepaed o% momer’s poreeee i Sich be ROW, Ak to Aample meme abou/- ee eousponding too moment Y renval dil? te 4/= 4 and wn’. eur [:: CoA) . Now jae ger tex frllorieg vou eguodions ly Hohe omg beh H-© ang Brave DY ey Yin fram (O, we hove. G2 % ard eos fting es : value in (D ee ger ~ i oe yp BO ; Seo 2M - 4 204 S Arather example Kf % 1,061 %y be a Kardem ample. Sram a& paisson hist” with prramefer a. Estiwote A by rmefiod 6¢- moments ‘ Aas: he &n08), AL etn Pe Se My 2d. HA mya OE oz. ' Sento, Mice is only oar Parameter, linte shy ore Ousation aki Det i Porton Cid A »> shes See| eakaonae y of “methad oF Nee Metkad %& moments estimatyss Git nBf- erigqualy OBS: i “s rowel used) and oto ibis noha Pefect- linttaod fore o34imading PAL Enawph (LE) @08) | Find HL. MLE of Prissén Podametey 6. Gnbi- We Keo pax Wah x WHR parameter 6 % peo ‘D So a eee PEAY 2 Sahm 6 go “pe. relihved function 6 om Dy 7 i 4(%9) = hore 6B aK ’ oo bielil yyy 0 PH eae i | % “| Aiifinwen Chi-Spuane Wemed ? Let, Ry hy be A Hanlon sample fram a. dorsi) [function 4(4;8).. alo Lop hy Pa, 1+, Om be obsemnd [Aeguencies Ln x eLh rth, fees Be preobacily Heap. an ebsucvation Sal » CH fe bebe se Aentfed 4 % (0), kere Boe an Cme.crn, panareta, we) He pak Preopuuonsy in fer ih ay bs Bb) dle: TEE tt cree Oy He, method Ba Ch-stiere, te eitinn tray g & obtained & mini mi3 ing 1 auth 1eospet h 6, akerce. DD Pa ngor rd x 2 7 7B 8) dumoaal a See of Pkt ith teym in He Sam gO the So unre. ¢ Hee Affe renee befacen Hé2, observed £ Jand. fee erperted neinbere a sbservariore Filling in Ad} fi Me minimum yestmate Fev e' is 3 akin in Lr ina RS 94 as het 6 arrary all. pisibe big | " [edkichana'kes Re -ehpiected smamber of ab sorvatean, 5 2 tel? ff Meakiad tre ob sereved Netmb er. RE - mrinimumn o> wshimntor -deporidls os x paohifon thi, "te Selboleample bt %, Ie, % “Ge a tardlom dample m a Roynroulle ofat? Kat £32 81-0 et 201+ Tako y= hy nD. observations «qual to J fot j2 Oi, HOR Hox Slrbe & rer obsercvasion x is. partipioned info He WO Seb Cantistny of ht aumberes 0,are) respectively. roa y hy -nl-B) ger JAE eel, Pearle go GW) 7 jroyorerey, QEBT ane hs cE (yy Ge “omy yi Re) i b ao S. : i Ta : ntti yr 4 ay a faneyion op 8 Corr be i i Lfound a equating © ‘® Sete: ter mae. “get, ee © 8) Maen be 4 La ween obs 4 dont §, yanrek § Hetied % feo spe om treed by Dhich. BR. Ca esfimage. faa intent 4 3] Ganafamts® os Paraireders. bps rouninging the este “TD xfind 444 estimodars oe Pa pakameress, we cally) apply tha. mtiel 4 Aeaet. fe. ye@ Numerator. ~ eae xq 7 Dumerdon — 2 | dt ws tonsicey Fae © fennon: Gary Almulal : Te? Pho rf xe ee baa minirmuwr] “EK HF Ripa thr; : Ned SBE oT AIAN): be Ya ca al, ebserevatiens (yx; Ye), ox method of i : toe sity te etn ha rad ee 0 particles, He, method. @ bast i Heat WR Consider fie Bum a 1 speed toon This criduecan vw vhroteil 4 6B e eee i Be Zz oA Bad ast ‘Spanie eshmatrese > Ain estimator found ox ooiimiging ¢ a dum of Spuoses. 4 deviations gf YR Gaimpk alec “fico: forme. 00 Keo kan tn lob Hypoltsised aa pt py Hclote ss Cbled Dike. tah 7 be. tuo Swill pasitnrs ae numbers’ tt dante MLE'S PR ComsiStart |SF xb a & lerenpuell’ Veliols ih prameder P find tke MLE Of P. E Solechon’ Te php y bernwlly dat? & Flas p) = PX Cr- a * $0 lekelihocd function % this, Sstribudion ts LCxip) = WHA = pty” ™ 2 bgn = IN ply + @-2n) byl) oy bgt = In bgp + nlog lig) ~ Im 4 (-P) ce pleg, Dy on, aa S ~ pert FP now, putting GEE m0, 0th oe p BY--p + Pr” 9 EN ~ PIN nP 4 pEMs HO 2 Boe Lyf, eH which 5 fhe MLE i] Tf MX, Xp be atandem Apample 4 romnprie distrcabudion b& AC%8) 28-6) ee find Fee MEE YO» ‘és Solution & SCR) = 0 (1-6) Ligh 9 ry oe C0) 2 TACK) = Bet) wy leyL = niyo t pap ot) ; 2A SU ee Te * amaregto fattng, OME 9 2-20 2 n-np —~82% 20 , 5 % ee Oh an) © ajar 7 FE Ch Ss He ME % 0 fev porssor breombins tht”. Phoel Ayer ay Fe isbsped Find tte portametey x and 4 Ca beiay & % thr ctstrecouton f(x, way age Kare aye th i Sebastion- atelier) Anetun nx haf) 5 1laa) = ESB” ¢ y Ae) 2 ve a) ba Ty + ma ( bya - 1 AN ee Tf bes Hie geometric, mean Q Hy, %, a ee = A otgN. =) Abgys Thga, : + byt a = Hyde oa Ceprolyey 2 Ee a Poy + Fb MA, Wace gee oe tee nk FP Paco i 2 -~£ 4.3% >0 y ip & 2? : eta Bf MLE Pw « ALA) a ie enn (haa ~ fy )en( heya -egotragy | : : ~ an lib 20. | tee e fy dy stbothar iam: ne Seer eae tA / BK te 2 ze a Ny y Te = Ngee +g & — (aa) E N(0,8 ip Find He ve for it 2 Solutiomic To eshimafe. 0 iy He 10 1 Glo) anf TOT) “3 - = Constant - de Di -6) na) —y7 This is Ha punt 0(0)) e~ nos ath. Ate) =e oo a7 aera 2p ( ya bga) °° 7 tay 2 2A 4g &) sy . a hick MtEq AL Fe 7 A= ly a) Dhich y fhe | | é Hoge gee eer £547 My 5 owenew s_ <6) = : i : ote co tel a} @) te Mas How he MVBE of 6 Wh varuance een ied ah Pon. KL showy Kat Hove » no HVBE Of 6 fry HL Cancky datrcbation . Solution g- To estimate & in far Couey ding t eae 3 Hy = + Tey ” ae EK : Msxe por, lip wf Le le) a} moa] eee =) ly = \Combar + bg 7) eo) “ oe 20 7 | Tea) M ase This © Cok Mt pace” fa perm 2 O86 2 ate fe-C9} be put I : Gus Pace 0 moet pines| ae — eseesuaniceenat : | [ae] find MVBE of b poy passen Citncbatin- Solutions To ostimate. 6 im te poissen dot oc bre tay, POY. yeays,- + [ame — me!) > at 2b 4d Ag at y(t) mY. o este ea) eon tg Fe Dick b va Jom & Ao fe- CH} ath 2 2, bet aad yl) 78 Hh MVD E BH & wap, Varkam spay pe | ) Find VBE 6 for Mirna! dad”. Awo> + Sof: Qe. Krone Hk hfe e binorial Coe? & c | pe Cry 5 Ame | L(% een 2 byt = be("ex) t alge aon hoyle) : 7 mend Se eh | = i oF eT Ce) a) ay) : wk . Wt PE | ek we te fom of ate) fe teely oe | ate beh, OFC), Aas % a alee Cr”. bd Hee ' ype. MvBE yp & ett VES By” bo eubreopnan iretI Cm 341 Xy) be a Kandom sample Size n from a oe Keving pdf H(*:8) 2 $ @ oe J 220 Den skoc) Bat (2p As aM eobiaued esvimafac of Or. Sole fon ¢- We Know VC¥) = ECR) ~fecay DER) = fECOP= V(X) 2 ECR) =v +Etayy_a) ‘ Noe, ecg) = el 2&7 = ££(5%) =fFE(u) = 4 Ja 24-mber0 ECR) = 3 nt oo ; calor] booed] ey eC) Se, 4 2 48 an Unbiabed sified, TON shun i E SHIGA“Ab derofe an esate vey 3) Dbfed & 4“(L6) 3 deine & be .S ing PE ible estimate Ye a rk i 6) ] E=%X6), : Sovnel possible lyse Sanchors aye: ATA, (654) = [t- ray”

/t- wey, Thus dy 8 Cobled Hg ab > erercore 495 fom on 4 lene pn 1t-r@ Os [E-PalE Olen Ar Rs Ay is talled the tie oss robkisy it eshte [EB eth & ons OY PLE) and ftw on loss aan aunt A» DP ky E58) = PO t- Hb] Pov PlO),0 and np : Gas Ay, be balled a genrexal Css fumehior Hat hehades: bork a Gnd 4, 1 pooie! Crate, i aie bss fometion L039, ok fan estates P- tht xh <4 ree O)7 | be. Ate " er ape MS, i [. ySevenad posible tek, Foner: faa oe Cn Elt-reay]” / fomlian nee Spe oral, @ e[|r-ri]: Te mean abiele ety -— DB w KL I7O 7% |e ety ef irr?) a “y petfereexfiniatase- Por Hho Sine Tatil) anh Tye tek, »Xn), The estimafno £55 cbfjined i ; ve a better, estimany thao bs. Yad on | Ro RO) fis alld. in GB wd Lot me 98, : geeky hy B08 Rel? — ante An estimates rele jp efined Fb, ce Mnte) = £ (4% - Encrnplet Lek, Tet Onn 4, Ut) 2p ECHOES OO" ; ae "ARR Zn OTE \ en invariant esimaie Dae : eee : . ‘propane| 1 Coato faromeles et FHsb be Haas | [paamily 4b Aansiti tx bi heed Van paxamesay 6, late, Bk the: steal, dine, Ty. parameter t is href | to be a. locaton, parcamater yf He. donsity (a: 6) Cam be ahriffen a a fantsion og phat is A028) 2 Rl x:8) pox Some function kt) Euuivolenty, 6 & a tecahion parameter fev Te density AC; 0) if Areondler™ vartballe Ry | We Bistteibadtion & (a4) dect rnp depend on.0 Uniformly Smalls Mean Soyaread Exner. cae Be. Chass” of Lacon - Inyortiand Estinapox Cas _ et 74 Moy 4 Ry 0B A” Handom ample @ F(2:9) hive 6 ix the Leeason “parameter and fe fh pital pene . es whneter 1g Ey iy db : 0 -+ ym) 2 He § fe ef Rtonn de 1 ostimatay Fg kick Kove Uns 7 Syrard dnvoe the be el a. fertan’ sstimader (USMEL TED ota ® Pitman estimady fos Location? jf aimee : [fre Gy Ae egaation t(4,%,,- 2a) es ke : | Refract: to. be. Hs petinan estimaloe Jos 8 lyeahy |By Thassem:: 4 pitman Cade dealin 8 famefion Y Yolficient statistic . Proefe Lf 5) 2 A Opxag ny RO Als *) “las & a ea, slink Sethe, fan ot fet : godior Creitevion | TAA OF (Se 50) 4 Ons 7) (- $8: Pat. pitmam: €8fimady, Car be Rniftsn @ | Jotecande , Jesh: Snes Jado aA ihe do Jie , Cre” “ay Ab. Ea a 4 (i $i ai a, aber all ie ‘sn nbs, oy SK, \ \ : (famed, proved) a Pinan Bhimatae fr Scab i SL Tho Te wkinatrr Jian by #ha. eager, bn) be degpned to ba the pilman’ eximadoe for Wile « la. (Picion) ana Posperciore “destreibuion $ f Me density l. £14, () » Called tir priot dist of.B - te tnditoneh ee oe qe ee Xn PeX dondtead bie Bye en Mv