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lecture10 - What is a sampling distribution It is a...

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What is a sampling distribution? * It is a distribution about a sample statistic, like the mean ¯ x , and the sample variance s 2 . Sampling distribution usually depends on the size of a sample. It also depends on the population where samples are drawn. If population is simple, and the potential possible samples are finite, then we can get a very good idea of the sampling distribu- tion. * Adapted from Chapter 6 1
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Question 3—Exam I Suppose one can design a rule of counting points for a hand in a bridge game, such that for any given hand the points can only be one of the following three possibilities: x 0 1 4 p ( x ) 1/3 1/3 1/3 a. Find the population mean and variance. b. For the sample statistic, s 2 , find its sam- pling distribution. Is it biased while estimating σ 2 ? 2
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Comparing estimators The same population parameter can some- times be estimated in two (or more) differ- ent ways, i.e., several estimators. What is the useful procedure to compare them? If the sampling distribution of a sample statistic has a mean equal to the popu- lation parameter the statistic is intended to estimate, the statistic is said to be an
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