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1 Point Estimation Lecture I (Week 3 Wednesday)

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29 views6 pages

1 Point Estimation Lecture I (Week 3 Wednesday)

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Ice Ice cold
Copyright
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We take content rights seriously. If you suspect this is your content, claim it here.
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Hogg, R. V,, Tanis, EA. 8 Zimmerman, D. L. 2015). Chapter 6 Point Estimation in Probabiliy and sats! inference (Nia edition). Pearson. 1 POINT ESTIMATION IL ie 1! 1.5.4 SIMPLE REGRESSION PROBLEM 819/202: + Theis often intecstin he elation between fo vaibles—for example, the tempest zatthich» certain chemi econ ie peed and il, ofa hema compound alg rom the ein | ‘it UtY, E(Y |x) is umunlly w funetivn of %, Por exanple, we mgt expect ECL) to increase with increasing temperatace 2. ‘©The imetion E(Y|x) is sometimes assumed to be equal to a + Bx, a + fx + yx?, or ae To estimate E(Y |x), ot, equivalently, the parameters @, B, and yX%, we observe the random vatiable ¥ foreach of m possibly dierent values of 49,2, © Oncethe m independent experiments have been performed, we have m pairs of known umbers (Gey y4), Car), ms (fy In)- These pass are then used to estimate the mean E(¥|x). ‘© Problems like this ate classified under regression becanse E(Y |x) is frequently called a segression cusve, + Leto begin withthe case inwhich E(x) = u(2) ia tinea funetion of x. Thats ECV) = aspx 4 Weals asume tht, for pstinbe value of the vate of ¥ wil fer fiom ts mean by sandos sous, a the dstibsion of i M(Q,0#): e wher fort = 1,2, us ac independen and N(O.02). } Find hess keto estimates foc al 2 % | Bsampte 8 “The Hillnod fantion as La B.0" atau. ae ar ‘Net Iz na ona pa of hn, a oc in iA spe ie, ai, ‘6: tateapiacatonat d bteaamitag dee a p fs fe tu 0 my omy P hena) Hlaaat -o (ott) 7 he. =a )-G) ‘Nowe: Ixy ca sationaey point off, then a, f has toca acinar if A is angie definite, dati, Seo eee i recean(fs flmoan([it fil)

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