文档介绍：第8章统计估计(Statistical Estimation)一、基本概念1、Sample Statistic(样本统计量)?Any puted from sample data?A random variable. Known?Example: Average weekly food expenditures for 100 sampled residents?Random? Yes! Due to randomness of sample selection2、Population Parameter(总体参数)?Any puted for the entire population?A fixed number. Unknown?Example: mean weekly food expenditures for all 77,386 residents?Do we ever know this? NO! ?But we estimate it (with error)3、Estimator(估计量)?A sample statistic used to guess a population parameter?Example: Sample average for 100 selected residents is an estimator of the population mean of all 77,386 residentsEstimate [WRONG! Estimators are usually wrong. Often useful anyway]?The actual puted from the data?Example: $ is an estimate of neighborhood weekly food expenditures per personEstimation error:估计误差?Estimator minus population parameter. Unknown?Example: – = –、估计及其分布1、计量资料)/,(/)(2~nNXnSXEnX????????2、计数资料3、区间估计:参考值范围及可信区间(RI,CI))/)1(,(/)1()(~nNPnSPEnP????????????CISPSXCISPSXCISPSXSEPXSDPXPXPXPX%;%;%;)(;)(?????????????????????Mean, ?, is unknownPopulationRandom SampleI am 95% confident that ?is between 40 & X = 50Estimation Process估计过程SampleEstimate PopulationParameter...with SampleStatisticMean?ProportionppsVariances2Population Parameters Estimated总体参数估计?2Difference? - ?12 x - x 12X___?Provides Range of Values ?Based on Observations from 1 Sample?Gives Information about Closeness to Unknown Population Parameter?Stated in terms of ProbabilityNever 100% Sure Confidence Interval Estimation置信区间估计Confidence IntervalSample onfidence Limit (Lower)Confidence Limit (Upper)A Probability That the Population Parameter Falls Somewhere Within the of Confidence Interval Estimation(原理)Parameter = Statistic ±Its ErrorConfidence Limits for Population Mean总体均数的置信限??X?Error=Error =X??XXXZ??????xZ??XZX????ErrorError??X