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of mean .
= . is the estimate
= .
Examples:
Parameter
Estimator
(++++)
Estimate
= .
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HACS Hapuarachchi@2012
Point Estimation
The value of a sample statistics must contain evidence about the value of the corresponding
population value, and a central problem in inferential statistics is the use of sample statistics
as estimators of population values.
The use of sample a sample value to infer the population is called point estimation, since a
single (or point in the space of all possible values) is taken as the estimate. Estimation
methods:
1. Methods of moments
2. Method of Maximum Likelihood
3. Method of Least Square
Properties of Point Estimators
1. Unbiased
2. Efficiency
3. Consistency
4. Sufficiency
Un-biasedness
We would obliviously like the sampling distribution to cluster around the true value of the
parameter.
An estimator is unbiased if the mean (the expected value) of its sampling distribution equals
the parameter estimating.
An estimator of the parameter made from the sample statistic is said to be unbiased
estimate if
E =
For example, consider the mean of a sample as an estimator of the mean of the population.
Here,
= = =1
and =
E[] =
HACS Hapuarachchi@2012
Efficiency
Suppose that there were two different sample statistics 1 and 2 calculated from the same
data, and that these two statistics were each unbiased estimators of the same population
parameter .
It is clear that sample statistic ordinary will not be equal to true population value because of
sampling error.
It is necessary to qualify our estimate in some way to indicate the general magnitude of this
error.
Usually this is done by showing a confidence interval, which is an estimated range of values
with a given probability of covering the true population value.
( < < ) =
~(, )
Now we have to find L and U such that P(L < < U) = 1 where (1 ) is known as
level of confidence.
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HACS Hapuarachchi@2012
~0, 1, then
Pr a <
Pr Z2 <
Pr
< b = 1
< Z2 = 1
2 < < +
2 = 1
+
and =
Probabilistic Interpretation
In repeated sampling, from a normally distributed population (or when sample is large for a
unknown distribution) with a known variance, 100(1 )% of all intervals of the form
Practical Interpretation
When sampling from a normally distributed population (or when sample is large for a
unknown distribution) with a known variance, we are 100(1 )% confident that the single
( ) ( )
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HACS Hapuarachchi@2012
When 1 = 0.95, the interval is called the 95% confidence interval. Then the
reliability factor0.052 is 1.96.
When 1 = 0.99, the interval is called the 99% confidence interval. Then the
reliability factor0.012 is 2.58.
Example 1:
A Physical therapist wished to estimate, with 99% confidence, the mean maximal strength of
a particular muscle in a certain group of individuals. He is willing to assume that strength
scores are approximately normally distributed with a variance of 144. A sample of 15 objects
who participated in the experiment yielded a mean of 84.3.
Confidence Interval for the Mean of a Population with unknown Variance
~1
Now we have to find L and U such that P(L < < U) = 1 where (1 ) is known as
level of confidence.
Pr a < S
(1), 2
~1, then
< b = 1
Pr (1), 2 < S
Pr
< (1), 2 = 1
< < +
(1), 2
+
(), and =
=1
(),
(),
A sample of 16 ten year old girls had a mean weight of 71.5 pounds and standard deviation of
12 founds, respectively. Assuming Normality, find the 90% CI for .
Note:
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HACS Hapuarachchi@2012
(1 )
(1)
Example 3:
, and;
(1 )
2
Suppose 1600 of 2000 union members sampled said they plan to vote for the proposal to
merge with the UMA. Using 0.95 level of confidence, find the interval estimate for the
population proportion.
Confidence Interval for the Difference between two Population Means
Here two samples are from independent populations and we consider the distribution of
difference between two sample means.
An unbiased point estimator of the difference between tow population means is provided by
the difference between two sample means.
Sampling from Populations with Known Variances
The sampling distribution of difference between two sample means when both populations
are normal, or for large samples taken from populations with unknown distributions;
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HACS Hapuarachchi@2012
Therefore,
1 2 ~ 1 2 ,
12 22
+
1 2
+
( )% Confidence Interval for ( ) is
Example 4:
ABC Company produces a synthetic fiber at two factories located in different parts of the
country. Every effort is made to maintain uniformity of production between the two factories
with respect to the mean breaking strength of the fiber. To determine whether the two
factories are maintaining uniformity of production, the manufacturer selects a sample of 25
specimens from factory 1 and a sample of 16 specimens from factory 2.
The objective is to construct a CI for the difference between the two population means. The
mean breaking strength of the sample from factory 1 is 22 pounds. The mean breaking
strength of the sample from factory 2 is 20 pounds. The variance in both factories is known to
be 10lb2. The populations are normally distributed. The desired confidence coefficient is
0.95.
Sampling from Populations with Unknown Variances
When population variances are unknown we wish to find the distribution of difference
between two sample means, we can use the t distribution for the sample mean difference
.
We must know, or willing to assume, that the two sampled populations are normally
distributed or sample sizes should be large.
HACS Hapuarachchi@2012
If the assumption of equal variances is justified, the two sample variances that we compute
from two samples may be considered as estimates of the same quantity, the common
variance. We can obtain a pooled estimate of the common variance as follows.
Pooled Variance: 2 =
2 2
1
1
=
+
= +
1
2
1 2
Thus we have
(1 2 ) (1 2 )
~1 +22
1 2
( )% CI for ( ) is (
+ , +
Thus we have
(1 2 ) (1 2 )
~(0, 1)
1 2
) +
( )% CI for ( ) is (
1 2 2 2
=
+
1
2
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HACS Hapuarachchi@2012
1 + 2
1
2
Where
=
Then,
2 2
1 + 2
1
2
2
2
2
1
2
1
2
1 1 + 2 1
) +
( )% CI for ( ) is (
,
Then,
Example 5:
1 + 2
1
2
~(0, 1)
) +
( )% CI for ( ) is (
Experimenters with Bancroft Chemicals test two types of fertilizer for possible use in the
cultivation of cabbages. They grow the cabbage in two different fields. One of the two
fertilizers is applied in each field. At harvest time they select a random sample of 15
cabbages from the crop grown with fertilizer 1. They randomly select 12 cabbages from the
crop grown with fertilizer 2. The sample mean and variance of the weight of cabbages grown
with fertilizer 1 are 44.1 oz and 36 oz2. The mean weight computed from the second sample
is 31.7 oz and the variance is 44 oz2.
The experimenters assume that the two populations of weights are normally distributed. They
also assume that the two population variances are equal. Find a 95% CI for the difference
between mean weights of cabbages grown with two fertilizers.
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Then the confidence interval for the difference between two population proportions is given
by,
1( )% CI for is
Example 6:
( )
( )
( )
A simple random sample of 150 industrial firms of Type A shows that 20% of them spend
more than 3% of their total sales on advertising. A similar independent sample of 150
industrial firms of Type B shows that 27% of them spend more than 3% of their total sales on
advertising. Construct 95% CI for the difference of proportions of Type A and Type B
industrial firms spend more than 3% their total sales on advertising.
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