ESTIMATION

Professor: JB M. Benjamin
Course: Math 600
Topics
Standard Error
Confidence intervals
Sample Size Estimation
Introduction
Populations are described by their probability
distributions and parameters.
For quantitative populations, the location and
shape are described by m and s.
For a binomial populations, the location and
shape are determined by p.
If the values of parameters are unknown, we
make inferences about them using sample
information.
Types of Inference
Estimation:
Estimating or predicting the value of the
parameter
What is (are) the most likely values of m or
p?
Hypothesis Testing:
Deciding about the value of a parameter
based on some preconceived idea.
Did the sample come from a population with
m = 5 or p = .2?
Types of Inference
Examples:
A consumer wants to estimate the average
price of similar homes in her city before
putting her home on the market.
Estimation: Estimate m, the average home price.

A manufacturer wants to know if a new type

of steel is more resistant to high temperatures
than an old type was.
Hypothesis test: Is the new average resistance, mN equal to the old
average resistance, mO?
Types of Inference
Whether you are estimating parameters or testing
hypotheses, statistical methods are important because
they provide:
Methods for making the inference
A numerical measure of the goodness or reliability of
the inference
 Definitions
An estimator is a rule, usually a formula,
that tells you how to calculate the estimate
based on the sample.
Point estimation: A single number is
calculated to estimate the parameter.
Interval estimation: Two numbers are
calculated to create an interval within
which the parameter is expected to lie.
Statistical Estimation

A form of statistical inference in which the data is

used to
1. determine an estimate of some feature of the
population
2. assess the precision of the estimate
Example: Butterfly Wings
As part of a larger study of body composition,
researchers capture 14 male Monarch butterflies at
Oceano Dunes State Park in California and
measured wing area (in cm2 ). The data are given in
the table below:
 Define
= the population mean wing area of male Monarch
butterflies in the Oceano Dunes region
s = the population SD of wing area of male Monarch
butterflies in the Oceano Dunes region
Find an estimate of the population mean and

standard deviation
Butterfly Wings.xlsx
 is an estimate of m and

SD is an estimate of s

Copyright 2012, 2003, 1999,

6 - 11 1989 Pearson Addison-Wesley. All
rights reserved.
Two Questions When Using Estimates

How to assess the reliability or precision of this

estimate?
How to plan a study large enough to attain a
desired precision?
Standard Error of the Mean

Sampling Distribution of :

The standard deviation = =


The estimate of the standard deviation , = ,

called the standard error of the mean.
Example: Butterfly Wings
Calculate the standard error of the mean
Standard Error of the Mean
Is a measure of the reliability or precision of as
an estimate of m
The smaller the SE, the more precise the estimate
Two Factors that affect reliability
1. The inherent
variability of the
observations
(expressed through s)
2. The sample size (n)
Standard Error (SE) versus Standard
Deviation (SD)
SD describes the dispersion of the data
SE describes the unreliability (due to sampling
error) in the mean of the sample as an estimate of
the mean of the population
Example: Lamb Birthweights

A geneticist weighed 28 female lambs

at birth. The lambs were all born in
April, were all the same breed
(Rambouillet), and were all single births
(no twins). The diet and other
environmental conditions were the same
for all the parents. The birthweights are
shown on the table (next slide)
a. Find the mean and the standard deviation
b. Calculate the standard error

Lamb Birthweights.xlsx
Standard Deviation vs Standard Error

As the sample size increases, the sample mean and SD

tend to approach more closely the population mean
and SD.
Hence, the distribution of the data tends to
approach the population distribution

The standard error tends to decrease as n increases;

when n is very large, the SE is very small and so the
sample mean is a very precise estimate of the
population mean
Example
Graphical Presentation of the SE and
the SD
Example: MAO and Schizophrenia
The enzyme monoamine oxidase (MAO) is of
interest in the study or human behavior. The MAO
activity values are expressed as nmol
benzylaldehyde product per 108 platelets per hour
Page 175

Copyright 2012, 2003, 1999,

6 - 25 1989 Pearson Addison-Wesley. All
rights reserved.
 Copyright 2012, 2003, 1999,
6 - 26 1989 Pearson Addison-Wesley. All
rights reserved.