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Unformatted text preview: Click to edit Master subtitle style EE 3180 Probability and Statistics Jeffrey B. Burl EE 3180 Probability and 11 EE 3180 Probability and Statistics n Statistics is the science of assembling, classifying, tabulating, and analyzing data or facts. n We will look at some basic sample statistics: n The sample mean n Sample variance. EE 3180 Probability and 22 EE 3180 Probability and The Sample Mean n Often, we do not know the mean of a RV. n We can approximate this mean using the average result in a large number of independent trials. EE 3180 Probability and 33 1 1 ˆ n i i X X n = = EE 3180 Probability and The Mean of the Sample Mean n Since the sample mean is a RV, we can find its mean and variance: n Note that we assume that the N trials all have the same probability density function, and are all indendent. EE 3180 Probability and 44 [ ] 1 1 1 1 1 1 ˆ n n n i i i i i E X E X E X X X n n n = = = = = = = EE 3180 Probability and The Variance of the Sample Mean n The variance of the sample mean is then:...
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This note was uploaded on 06/16/2010 for the course EE ee3180 taught by Professor Burl during the Spring '10 term at Michigan Technological University.
 Spring '10
 Burl

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