文档介绍：180 Resampling: The New Statistics
CHAPTER
13 Point Estimation
Ways to Estimate the Mean
Criteria of Estimates
Estimation of Accuracy of the Point Estimates
Uses of the Mean
Conclusion
One of the great questions in statistical inference is: How big
is it? This can mean—How long? How deep? How much time?
At what angle?
This question about size may pertain to a single object, of which
there are many measurements; an example is the location of a
star in the heavens. Or the question may pertain to a varied
set of elements and their measurements; examples include the
effect of treatment with a given drug, and the es of the
people of the United States in 1994.
From where the observer stands, having only the evidence of
a sample in hand, it often is impossible to determine whether
the data represent multiple observations of a single object, or
single (or multiple) observations of multiple objects. For ex-
ample, from crude measurements of weight you could not
know whether one person is being weighed repeatedly, or sev-
eral people have been weighed once. Hence all the following
discussion of point estimation is the same for both of these
situations.
The word “big” in the first sentence above is purposely vague,
because there are many possible kinds of estimates that one
might wish to make concerning a given object or collection.
For a single object like a star, one surely will wish to make a
best guess about its location. But about the effects of a drug
treatment, or the es of a nation, there are many ques-
tions that one may wish to answer. The average effect or in-
come is a frequent and important object of our interest. But
one may also wish to know about the amount of dispersion in
the distribution of treatment effects, or of es, or the sym-
Chapter 13—Point Estimation 181
metry of the distribution. And there are still other questions
one may wish to answer.
Even if we focus on the average, th