Unit-2 Point Estimation

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ont Esinaten

Singe numbrr that


A point estinede
H a þanomcor Is a
a

Con be senaibk valu for o. Aoint esbinak is


ObBcuincd a Surtabt sltihi and Comuhiy tb vale fam
the jien sempe data. The seleced sathzhie ia called te foint
eshimotor e.
snbutin
The prbabi,, d'ssbutin astahih. is alled a
'sibahen,

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)

ink or infinile) Lolh mean du ond vanonge


Fpaatn (etky
and is th sample meon,
me the

The amBun t o a jonbiculoy inpuuity in a a certain


bateh
Chermical pruct s a Stmelom Vonoblk oith meon yalu 4.0s ond
Storelal dvichin liss. Jf SD botches ase
lohat is tte prchchisky ta t
hdpmdniy r josed,
sample arog amast imhmhy

CKT to k otplcabl . Xthen kos

Pl3.ssIs 3.r)- P3.Saly:0< 3-yo


-8.352 sz< -0.9424)
-P(o.94 <z<23)
-loszs Q35)- los zso.g)
4909- 0.32(
0.164s
Geneal Qonroks o Pinl Estinalin
).
Uhbiaed Estinatrs -
A
Point estimatoy is Sotd to ke an mhel estinator

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

expnenthil ditmbthin oith Jasameter d.


fr tth expone nhà) dsnbuten EUs)t. Then hr foe
jhesults in L : ,, So mornent
eshmator
Norma! Astobuhn Momnt bshimators -
a Jhand.n Sample touon a
nomal csiTbutin th þamcky ond o fr the nomal
dshibutin Etx to X ond
. Etx) ond E(x)= uto
(e) xgics

Selvim thex eauahins givv9 te moment eshimatas


)

(x-)

Note he mment esbmator oh 1s not an unbiajec


eshinator.

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