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Unit-2 Point Estimation
Unit-2 Point Estimation
Unit-2 Point Estimation
Statish
funchm e ohscovahin in a sondom
Sompe.
a |`s nondem Samjle size n,
Somk mean X, th Sompk Vooua s, and e some tondax
deviatin S me tahshe. one
Central imt he orem
AX, . Xn i's a Janom
sombk of Size n taken foom)
Anhascd, tk
9. Mininmum Vauane
Gunciple of Minimum Vonime Uhbjàacd Eshinatn
all eshimators that ase Lnbàel, choase
that fas te one
minimum yanante
minimum Vomàne Unbjwcd The
A sranelom
esbnetor (MVDE)
e.
Sample X,Xa, X3,X, X) Si|e S s
frm a naimal populahin with draon
eshimatoy to
nkneon mean u. Congder the
estnat u:
2%, + Xt A
3
when d Sueh that B on Jnbiayeel eshinatr
Gd A. Are Tend Ta
e
Jinbiucd ? Stte giing
esthimutr which s bet
E)u Var (%) -G2
l) ElT) Ey)=
dT is an unbjased eshimat
E(1)
’ Ta s not an
mbioscod estimator u4.
It)
V[T)>
(Hoo)
He best eshimaty
Methh ot ont EstimatÝn
I1.
Maximun Likelihod Estinator
dsiel bdi,s.
n Sngk onknaon armeer.
. n be ckscoyel yaues in a
Jranelm sample
of Size n. Then th kelihal nchon hsampk ia
Lle): fa;e)- f(9;e):t(i; 0)
lhelihusd ndin
mkneon wumckr B. The marinam Lkelhucd
estinr (ME)
mOximkea #e kellhvd nchen
kee).
Exomple Beneulli st batin NLE
ket X be a beonell: gcmdom
Vovcle. The moy
tomehen i
(ohere
a Sraln
tomple
mctor
s eshiol kelihoo maximum fon, Then
(n-2)
0 =
7a
Nou,
frt, Thex Ap). loj
ma)mi20 also $maximi2,
$p), ifthat chycv ve
e
Nethod of Moent
Xn be a Jiandorn
fon. tor k= l,2, 3,--- , h kh opaltin moment, or kih
Momnt th cstibuhn t(s, is C(X). The kn sample
Mment
Moment Estima
het a sondorn SGmple fotn a oitnhhiy
oth
Psamek s hos Yalues cse Lnhneon. Then the monent
eshmators Gn, -,8m ooe diauihcd by eyuahig the giot m
Sümble mments t the
mnents ond Ssing fa oi,, oa, -. Cm.
fr examyk - Expnental Astnthen Moment fsthinctr
(x-)