Class Notes (839,150)
Canada (511,218)
Statistics (297)
STAB22H3 (239)
Lecture 17

Lecture 17,18 Pre.pdf

1 Page

Course Code
Michael Krashinsky

This preview shows half of the first page. Sign up to view the full page of the document.
Pre-Lecture Seventeen and Eighteen ▯ De▯nition: A collection of random variables 1 ;X2;:::;Xnis called a sample if they are independent and identically distributed. ▯ Denote by X the sample mean of a sample X ;X ;1::;2 and dn▯ne it to be ▯ X 1 X +2▯▯▯ + X n X = n ▯ By virtue of being a function of unpredictable quantities, the sample mean is also unpredictable, ie the sample mean is itself a random variable. ▯ This begs several questions: { What are the mean and standard deviation of X?▯ ▯ { What is the distribution of X? ▯ ▯ Fact: If X is the sample mean of a sample X ;X1;:2:;X havnng common distribution with mean ▯ and standard deviation ▯ then X has mean ▯ also p but standard deviation ▯= n ▯ The Law of Large Numbers says that the sample mean would approach
More Less
Unlock Document

Only half of the first page are available for preview. Some parts have been intentionally blurred.

Unlock Document
You're Reading a Preview

Unlock to view full version

Unlock Document

Log In


Join OneClass

Access over 10 million pages of study
documents for 1.3 million courses.

Sign up

Join to view


By registering, I agree to the Terms and Privacy Policies
Already have an account?
Just a few more details

So we can recommend you notes for your school.

Reset Password

Please enter below the email address you registered with and we will send you a link to reset your password.

Add your courses

Get notes from the top students in your class.