Documents on Review of Distributions and Confidence Intervals Estimation of Parameters.

advertisement
252oneaCover2 1/9/08
Documents on Review of Distributions and Confidence Intervals
Estimation of Parameters.
1. Point and Interval Estimation. Properties of Estimators.
Let ˆ be an estimator for  .
 
a. Unbiassedness E ˆ   .
b. Consistency (As sample size gets larger, estimate gets better.).
c. Efficiency ( ˆ has a small variance). Define BLUE.
d. Maximum Likelihood ( ˆ is the value of  that is most likely to have produced the
observed data)
Section
Document
Location
Contents
A
251greatD
pp 1-4 of 252
onea handout
Formulas, means, variances and uses of all
distributions used in this course. Rules for substitution
of distributions.
251form
(251form is in
the syllabus
supplement.)
Formulas for mean and variance.
251distrex1
On website
only. (You do
not need this
document)
Review of Normal Distribution – problems involving
the probability between two points in the standardized
Normal distribution.
251distrex2
pp 5-14 of onea
handout (You
only need pp
1-10 of this
document)
Review of Normal Distribution – problems involving
the probability between two points in the standardized
Normal distribution.
251distrex3
pp 15-21 of
onea handout
Review of Normal Distribution – problems involving
the probability between two points when the
distribution is not standardized.
251distrex4
pp 22-23 of
onea handout
Review of Normal Distribution – problems involving
finding percentiles, critical values (points like z .24 ) and
intervals about the mean.
252onea
pp 24-29 of
onea handout
Confidence Intervals for One Sample – Outline page
including information on finding a confidence interval
for the median. Includes examples of confidence
intervals for the median.
252oneaex1
pp 30-31 of
onea handout
Examples of confidence intervals for the mean when
the population standard deviation is known.
252oneaex1a
pg 31a of onea
handout
Examples of 1-sided confidence intervals for the mean
when the variance is known
252oneaex2
pp 32-33 of
Examples of confidence intervals for the mean when
252oneaCover2 1/9/08
onea handout
the population standard deviation is not known.
252conf
(252conf is in
the syllabus
supplement.)
Examples of confidence intervals for the variance.
251proport
pg 34 of onea
handout
Example of confidence intervals for the proportion.
252oneaex3
pg 35of onea
handout
Diagrams of Chi – Squared and t distribution.
252form
(252form is in
the syllabus
supplement.)
Formulas for confidence intervals and hypothesis tests
252oneaex3
pg 36 of onea
handout
Examples of confidence intervals for standard
deviations or variances.
Download