Statistical Inference

t I
parameter hypothesis
estimation testing

ex sample I samplec
n noobservations no noobservations

5 10.2 5 10.4 D the aug is a random variable

has a probabilitydistribution samplingdis

O parameter of interest unknown parameter mean variance etc

x random variable with probability dist fix

random sample size n Xi Xi Xn

point estimator of o d nix xa Xu

Pointe estimate of some population parameter O is a single numerical value of of

a statistic 0

Random variable x normally distributed with an unknown mean u

The sample mean is a pointestimator of the unknown population mean u

5 25 29 31 28.75
39
YII.fi
g5
point estimate of his 5 78.75

MI
o se

p g of items in random samplesize

proportion
 Each numerical value in the data observed value of a random value

independent
identically distributed

Random Sample the random variables x Xz xn are a random sample of

size n if
Xi's are independent
every xi has the same probability distribution

I unknown value of this proportion

random sample of appropriate size D observed proportion IP

random variable

has a probabilitydist a statistic

sampling dist Any function of the
observation in a
random sample

Determine thesampling distribution of

normal population a random sample of size n D x
normal and independently
distributed with in and or
y g
I x that xn sample mean
n
t
has a normal distribution with mean use it t tu u
tog
052 8 0 o On
2
Central Limit Theorem
used when sampling from pop that has an unknown prob dist
Z X M as n na is the standard normal dist
on I sample mean ofvariance in mean
 6
ex fix Ye YE find the dist of the sample mean of a random
o otherwise sample of size n 40
02
m
att 411 5
421 97 t
CLT says dist of I is approx normal with mean us 5 and variance
O's I
General Concepts of Point estimators
is unbiased estimator of o if the expected value of 8 is a Elo o

is biased if E d to then Elo o is the bias