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1、AppendixCReviewofStatisticalInferencePreparedbyVeraTabakova,EastCarolinaUniversityAppendixC:ReviewofStatisticalInferenceC.1ASampleofDataC.2AnEconometricModelC.3EstimatingtheMeanofaPopulationC.4EstimatingthePopulationVarianceandOtherMomentsC.5IntervalEstima
2、tionSlideC-2PrinciplesofEconometrics,3rdEditionAppendixC:ReviewofStatisticalInferenceC.6HypothesisTestsAboutaPopulationMeanC.7SomeOtherUsefulTestsC.8IntroductiontoMaximumLikelihoodEstimationC.9AlgebraicSupplementsSlideC-3PrinciplesofEconometrics,3rdEdition
3、C.1ASampleofDataSlideC-4PrinciplesofEconometrics,3rdEditionC.1ASampleofDataFigureC.1HistogramofHipSizesSlideC-5PrinciplesofEconometrics,3rdEditionC.2AnEconometricModelSlideC-6PrinciplesofEconometrics,3rdEdition(C.1)(C.2)C.3EstimatingtheMeanofaPopulationSli
4、deC-7PrinciplesofEconometrics,3rdEdition(C.3)(C.4)C.3EstimatingtheMeanofaPopulationSlideC-8PrinciplesofEconometrics,3rdEdition(C.3)(C.4)C.3EstimatingtheMeanofaPopulationSlideC-9PrinciplesofEconometrics,3rdEditionC.3.1TheExpectedValueofSlideC-10Principlesof
5、Econometrics,3rdEdition(C.5)C.3.2TheVarianceofSlideC-11PrinciplesofEconometrics,3rdEdition(C.6)C.3.3TheSamplingDistributionofFigureC.2IncreasingSampleSizeandSamplingDistributionofSlideC-12PrinciplesofEconometrics,3rdEditionC.3.4TheCentralLimitTheoremSlideC
6、-13PrinciplesofEconometrics,3rdEditionCentralLimitTheorem:IfY1,…,YNareindependentandidenticallydistributed（i.i.d.）randomvariableswithmeanμandvarianceσ2,and,thenhasaprobabilitydistributionthatconvergestothestandardnormalN(0,1)asN.C.3.4TheCentralLimitTheor
7、emFigureC.3CentralLimitTheoremSlideC-14PrinciplesofEconometrics,3rdEditionC.3.5BestLinearUnbiasedEstimationSlideC-15PrinciplesofEconometrics,3rdEditionApowerfulfindingabouttheestimatorofthepopulationmeanisthatitisthebestofallpossibleestimatorsthatarebothli
8、nearandunbiased(線性不偏).AlinearestimatorissimplyonethatisaweightedaverageoftheYi’s,suchas,wheretheaiareconstants.“Best”meansthatitisthelinearunbiasedestimatorwiththesmallestpossiblevariance.C.4EstimatingthePopu
