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5. Sampling and
estimation

[1, 2] CHAP.4
[3] CHAP.7

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Outline

 Sampling (cont.)
 Point estimation
 Sampling distributions
 Properties of Point Estimators
 Bernoulli Distribution
 Poisson Distribution

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Point estimation

 Sample statistic: compute a corresponding characteristic of the sample.

 Point estimation: perform the statistical procedure
 We refer to the sample mean as the point estimator of the population
mean µ, the sample standard deviation s as the point estimator of the
population standard deviation σ, and the sample proportion as the point
estimator of the population proportion p. The numerical value obtained for
, s, or is called the point estimate.

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Point
estimation

[4]
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Point estimation
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Sampling distributions

 For a simple random sample, the probability distribution of is called the

sampling distribution of .
[4]

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Sampling distributions
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Sampling distributions

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Sampling Distribution of

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The finite population

correction factor

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Form of the Sampling Distribution of

 Population has a normal distribution

 Population does not have a normal distribution

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Sampling Distribution of

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Sampling Distribution of

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Sampling Distribution of

The finite population

correction factor

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Form of the Sampling Distribution of

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Properties of Point Estimators

If the expected value of an estimator equals the population parameter it is intended

to estimate, the estimator is said to be unbiased. If this is not true, the estimator is
called biased and will not provide correct results.

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Properties
of Point
Estimators

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Efficiency
 The point estimator Relatively
with the smaller more efficient
standard error is said to
have greater relative
efficiency than the
other.

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Consistency

 A large sample size tends to provide a better point estimate than a small
sample size.
 The sample proportion ̅ is a consistent estimator of the population proportion p.

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Bernoulli Distribution

 The probability of success is denoted by p. The probability of failure is

therefore 1 − p. Such a trial is called a Bernoulli trial with success
probability p.
 For any Bernoulli trial, we define a random variable X as follows: If the
experiment results in success, then X = 1. Otherwise X = 0. It follows that X is
a discrete random variable, with probability mass function p(x) defined by
p(0) = P(X = 0) = 1 − p
p(1) = P(X = 1) = p
p(x) = 0 for any value of x other than 0 or 1

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Bernoulli
Distribution
 The random variable X
is said to have the
Bernoulli distribution
with parameter p. The
notation is X ∼
Bernoulli( p). Figure 4.1
[1] presents probability
histograms for the
Bernoulli(0.5) and
Bernoulli(0.8)
probability mass
functions.

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Bernoulli Distribution
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Examples

 [1]4.1. A coin has probability 0.5 of landing heads when tossed. Let X = 1 if
the coin comes up heads, and X = 0 if the coin comes up tails. What is the
distribution of X?
Sol: Since X = 1 when heads comes up, heads is the success outcome. The
success probability, P(X = 1), is equal to 0.5. Therefore X ∼ Bernoulli(0.5).
 [1]4.2. A die has probability 1/6 of coming up 6 when rolled. Let X = 1 if the
die comes up 6, and X = 0 otherwise. What is the distribution of X?
Sol: The success probability is p = P(X = 1) = 1/6. Therefore X ∼ Bernoulli(1/6).

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Poisson Distribution
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Poisson Distribution
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Poisson Distribution
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Examples

 [1]4.15. If X ∼ Poisson(3), compute P(X = 2), P(X = 10), P(X = 0), P(X = -1), and
P(X = 0.5).
Sol: Using the probability mass function (4.9), with λ = 3, we obtain

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Reading

 [1] 2
 [2] 3
 [3] 4, 5, 6; [5] 2, 8

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