Chapter 2
Chapter 2
Chapter 2
E(x̄ 2 )=
P 2
x̄ p(x̄ )
=792 (1/9) + 802 (2/9) + 812 (1/9) + · · · + 862 (1/9)=6728.333
Var (x̄ ) = E (x̄ 2 ) − E (x̄ )2 =4.333
For sampling with replacement:
2
E(x̄ )=µ=82 and Var (x̄ )= σn =8.666/2=4.333
That is if θˆ1 and θˆ2 are unbiased estimators of θ , then θˆ1 is efficient
estimator if var(θˆ1 ) 6 var(θˆ1 2)
z An unbiased estimator is called consistent , if its value tends to the
value of parameter as n increase.
100(1-α)%=90%
1-α=0.9
α=0.1 ⇒ α/2
P(0 6 Z 6 Zα/2 ) =0.5 - 0.05=0. 45
1.64+1.65
This implies ⇒ Zα/2 = 2 = 1.645
√
⇒ The lower confidence limit x̄ − Zα/2 ∗ σ/ n =2015-1.645*1.8=2012.04
√
⇒ The upper confidence limit x̄ + Zα/2 ∗ σ/ n=2015+1.645*1.8=2017.96
0.3 0.3
P( q 6Z 6 q )
0.76(1−0.76) 0.76(1−0.76)
n400 400
=P(−34 6 Z 6 34)
=2P(0 6 Z 6 34) = 2 ∗ P(0 6 34)=2*0.4998=0.9996