TI-Unand, 2019

Objectives
 To explain the basic concepts of statistical estimation
 To present some estimators
 To illustrate their use in practical sampling situations
involving one or two samples.
Introduction
 Statistical inference is the process by which we acquire
information about populations from samples.
 There are two procedures for making inferences:
 Estimation.
 Hypotheses testing.

3
Concepts of Estimation
 The objective of estimation is to determine the value of
a population parameter on the basis of a sample
statistic.
 There are two types of estimators
 Point Estimator
 Interval estimator

4
Estimators
 Point estimator:
 a rule or formula that tells us how to calculate a
numerical estimate based on measurements contained
in a sample.
 The single number that results from the calculation:
point estimate
 A point estimator draws inference about a population
by estimating the value of an unknown parameter
using a single value or a point.
• Point Estimator
– A point estimator draws inference about a population by estimating
the value of an unknown parameter using a single value or a point.

Parameter
Population distribution

Sample distribution
Point estimator

6
Properties of Point Estimators
 Since a point estimator is calculated from a sample, it
possesses a sampling distribution.
 Example:
The sampling distribution for a sample mean will be
approximately normally distributed for large sample
sizes (say 30 or more), with mean m and standard error / n
(The central limit theorem)
  The figure shows that:
 a sample mean y is equally
likely to fall above or below m
and
 the probability is
2 y  2 / n approximately 0.95 that it
will not deviate from m by
more than 2
  Unbiased:
if the sampling distribution
of an estimatorˆ is equal
ˆ to the estimated parameter

 Bias
if the sampling distribution
of an estimator is not
equal to the estimated
parameter  ˆ
 Minimum variance
unbiased estimator
(MVUE) of a parameter  is
the parameter that has the
smallest variance of all
unbiased estimators ˆ
Finding Point Estimators: Methods of
estimation
 Methods of moments
 Methods of Maximum Likelihood
 Methods of Least squares
 Jackknife estimators
 Robust estimators
 Bayes estimators
 Interval estimator:
 A formula that tells us how to use sample data to
calculate an interval that estimates a population
parameter.
Finding Interval estimators: The pivotal
method
 Confidence interval: the resulting endpoints of
interval calculated from the sample observations.
 Confidence coefficient: the probability that
confidence interval contains the estimated parameter
 Confidence coefficient for a confidence interval is
 equal to the probability that the random interval,
prior to sampling will contain the estimated
parameter.
 Theoretical interpretation of the confidence
coefficient (1-a):
 If we were to repeatedly collect a sample size n from the
population and construct a (1-a)100 % confidence
interval for each sample, then we expect (1-a) 100 % of
the interval to enclose the true parameter value.
 Pivotal statistic: a statistic that is a function of the
sample values and the single parameter .
 Because many statistics are approximately normally
distributed when the sample size n is large, we can
construct confidence interval for their expected values
using the standard normal random variable z as
pivotal statistic.
 Let normally distributed for large samples with
and standard error.
 Then, (1-a)100 % confidence interval for  is

ˆ  za / 2 ˆ to ˆ  za / 2 ˆ
1&2 Estimation of a Population Mean
 Large sample (1-a)100% Confidence Interval for the
population mean, m

 σ   s 
y  zα/2σ y  y  zα/2    y  zα/2  
 n  n
where
n = sample size
y = the value of sample mean
 = standard deviation of population from which the
sample is selected.
 Note:
 When  is unknown, s may be used to approximate .
The approximation is generally quite satisfactory when n
30
 Assumption:
 None, since the central limit theorem guarantees that
is approximately normal regardless of the distribution of y
the sampled population.
 Small sample (1-a)100% Confidence Interval for the
population mean, m
 s 
y  ta / 2  
 n
where
n = sample size
y = the value of sample mean
s = standard deviation the sample
the distribution of t is based on (n-1) degrees
of freedom.
 Assumption:
 The population from which the sample is selected has an
approximate normal distribution.
3, 4&5 Estimation of the difference between two population
means: independent samples
 Large sample (1-a)100% Confidence Interval for
the Difference between two population mean,
m1-m2

1 2
2 2
( y1  y2 )  za / 2 ( y1  y 2 )  ( y1  y2 )  za / 2 
n1 n2
2 2
s1 s2
 ( y1  y2 )  za / 2 
n1 n2
 Note:
 we use the sample variances, s12 and s22 as approximation to the
corresponding population parameters
 Assumption:
 The two samples are selected in an independent manner from the
target populations. That is, the choice of elements in one sample
does not affect, and is not affected by the choice of elements in the
other samples.
 The sample sizes n1 and n2 are sufficiently large for the central limit
theorem to apply (n1 30 and n2 30)
 Small sample (1-a)100% Confidence Interval for the
Difference between two population mean, m1-m2
and 1=2

1 1 
( y1  y2 )  ta / 2 s p   
2

 n1 n2 
(n1  1) s1  (n2  1) s2
2 2

2
where s p
n1  n2  2
the value of ta/2 is based on (n1+n2-2) degrees of freedom
 Assumption:
 Both of the populations from which the samples are
chosen have relative frequency distributions that are
approximately normal
 The variances 12 and 22 of the two populations are
equal
 The random samples are selected in an independent
manner from the two populations
 Small sample (1-a)100% Confidence Interval for
the Difference between two population mean,
m1-m2 and 12
 when n1=n2=n

( y1  y2 )  ta / 2
1 2
n

s1  s2
2

the value ta/2 is based on the degree of freedom
v = n1 + n2 – 2=2(n-1)
 when n1 n2

s s2 
2 2
( y1  y2 )  ta / 2   1 
n 
 1 n 2 

and the value ta/2 based on the degree of freedom

v
s 1
2
/ n1  s2 / n2
2

2

s1
2
/ n1 
2


s 2
2
/ n2 
2

n1  1 n2  1
6. Estimation of the difference between two population
means: Matched Pairs
 For a large sample:

d
d  za
2 n
 If d is unknown, then the sd is used for
approximation of the d
 For small sample :
Sd
d  ta
2 n
 Assumption:
 Data (selisih) berdistribusi normal
 Populasi normal
 Nilai t a/2 didasarkan pada derajat bebas n-1
7. Estimation of a population proportion

pˆ qˆ
pˆ  za / 2 pˆ  pˆ  za / 2
n
qˆ  1  pˆ

Asumsi::
•Sampel cukup besar
•tidak memuat 0 atau 1
•Cukup besar jika np4 atau nq4
8. Estimation of Difference between two
population proportions

pˆ 1qˆ1 pˆ 2 qˆ 2
 pˆ 1  pˆ 2   za / 2 pˆ  pˆ   pˆ 1  pˆ 2   za / 2 
1 2
n1 n2
 Assumption:
 Sampel cukup besar (n1p14, n1q14, n2p24, n2q24,)
 tidak memuat 0 atau 1
9. Estimation of a population variance
 Confidence Interval (1-a)100% for the population
variance

n  1s 2
 2

n  1s 2

a / 2
2
 2
1a / 2 
 Assumption: Data approximately normal
10. Estimation of the Ratio of two population
variances
 Confidence interval (1-a) 100 % for the Ratio of two
population variances
s2
1  s 2 2
1
.   .Fa / 2v2 ,v1 
1 1
s Fa / 2v1 ,v2  
2
2 s 2
2
2
2
 Assumption:
 Each population has approximately normal distribution
 i.i.d. (identic, independent distribution)
Summary
 Estimation: a procedure for inferring the value(s) of
one (or more) population parameters.
 Point estimator: a rule that tells how to calculate a particular
estimate of parameter uses the sample data to calculate a
single number that serves as an estimate of a population
parameter.
 Interval estimator uses the sample data to calculate two
number that define an interval that is intended to enclose the
estimated parameter with some predetermined probability.