Unit 4

Thursday, March 10, 2022 01:04 PM

Unbiased Estimators

Data scientists often use information in random

samples to estimate unknown numerical quantities.

For example, they might estimate the unknown average

income in a large population by using incomes in a
random sample drawn from the population. In this
section we will examine one criterion for a good
estimate.

Terminology

In the context of estimation, a parameter is a fixed

number associated with the population. That's the same
as the way we have used the term before: the
parameter is a constant in the distribution of each
sampled element.
For example, if the population consists of all U.S. adults,
the parameter could be the average annual income in
the population.
We will denote this parameter by μ for "mean".
Data scientists commonly use μ to represent means, in
vastly different contexts.
When you read the description of a model or an
analysis and see the notation μ, make sure you
understand exactly how it is defined in that context.

Now suppose you draw a random sample from the

population.

A statistic is any number computed based on the data in

the sample. Thus for example the average income of the
sampled people is a statistic.

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One important difference between a parameter and a statistic,
as they have been defined above, is that a parameter is a fixed
but possibly unknown number, whereas a statistic is a random
variable.

The value of the statistic depends on the elements that get

randomly selected to be in the sample.

In our example about incomes, the parameter μ is the average

income in the whole population. Even if we don't know what it is,
it's a fixed number.

The statistic X is the average income in the sample. This is a

random quantity since it depends on X1,X2,…,Xn which are all
random variables.
If a statistic is being used to estimate a parameter, the statistic
is sometimes called an estimator of the parameter.
Thus if you use the sample mean X to estimate the population
mean μ, then X is an estimator of μ.

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Let X be distributed in the Poisson form with
parameter . Show that the only unbiased
estimator of exp [ -(k + 1) ], k > '0. is T(X) =
(- k)
so that T(x) > 0 if; x is even
And T(x) < 0 if X is odd.

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