STAT330 Lecture Notes - Point Estimation, Khat, Logarithm

• School: University of Waterloo
• Department: Statistics
• Course: STAT330
• Professor: Christine Dupont

Document Summary

Here is unknown; it can be scalar or vector = ( 1, . Purpose: we would like to estimate based on x1, . , xn n( , 1), then = , xn n( , 2), then = Some notations: : parameter space; all possible values of . , xn n( , 2), then : data: (x1, . , xn): observed data: observed value of (x1, . , xn): statistic: function of data & does not depend on ; denoted by t = t (x1, . For i=1 xi is a statistic; n( xn )/ example, if x1, . , xn n( , 1), then xn = 1 is not a statistic. n pn. Estimator & estimate (1) if the statistic t = t (x1, . , xn) is used to estimate , then t = t (x1, . , xn) is called the estimator of . (2) the observed value of t , t = t(x1, .