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1、AppendixCReviewofStatisticalInferencePreparedbyVeraTabakova,EastCarolinaUniversityAppendixC:ReviewofStatisticalInferenceC.1ASampleofDataC.2AnEconometricModelC.3EstimatingtheMeanofaPopulationC.4EstimatingthePopulationVarianceandOtherMomentsC.5IntervalEsti
2、mationSlideC-2PrinciplesofEconometrics,3rdEditionAppendixC:ReviewofStatisticalInferenceC.6HypothesisTestsAboutaPopulationMeanC.7SomeOtherUsefulTestsC.8IntroductiontoMaximumLikelihoodEstimationC.9AlgebraicSupplementsSlideC-3PrinciplesofEconometrics,3rdEdi
3、tionC.1ASampleofDataSlideC-4PrinciplesofEconometrics,3rdEditionC.1ASampleofDataFigureC.1HistogramofHipSizesSlideC-5PrinciplesofEconometrics,3rdEditionC.2AnEconometricModelSlideC-6PrinciplesofEconometrics,3rdEdition(C.1)(C.2)C.3EstimatingtheMeanofaPopulat
4、ionSlideC-7PrinciplesofEconometrics,3rdEdition(C.3)(C.4)C.3EstimatingtheMeanofaPopulationSlideC-8PrinciplesofEconometrics,3rdEdition(C.3)(C.4)C.3EstimatingtheMeanofaPopulationSlideC-9PrinciplesofEconometrics,3rdEditionC.3.1TheExpectedValueofSlideC-10Prin
5、ciplesofEconometrics,3rdEdition(C.5)C.3.2TheVarianceofSlideC-11PrinciplesofEconometrics,3rdEdition(C.6)C.3.3TheSamplingDistributionofFigureC.2IncreasingSampleSizeandSamplingDistributionofSlideC-12PrinciplesofEconometrics,3rdEditionC.3.4TheCentralLimitThe
6、oremSlideC-13PrinciplesofEconometrics,3rdEditionCentralLimitTheorem:IfY1,…,YNareindependentandidenticallydistributed（i.i.d.）randomvariableswithmeanμandvarianceσ2,and,thenhasaprobabilitydistributionthatconvergestothestandardnormalN(0,1)asN.C.3.4TheCentr
7、alLimitTheoremFigureC.3CentralLimitTheoremSlideC-14PrinciplesofEconometrics,3rdEditionC.3.5BestLinearUnbiasedEstimationSlideC-15PrinciplesofEconometrics,3rdEditionApowerfulfindingabouttheestimatorofthepopulationmeanisthatitisthebestofallpossibleestimator
8、sthatarebothlinearandunbiased(線性不偏).AlinearestimatorissimplyonethatisaweightedaverageoftheYi’s,suchas,wheretheaiareconstants.“Best”meansthatitisthelinearunbiasedestimatorwiththesmallestpossiblevariance.C.4EstimatingthePopu
