5.1 Key Terminology

Population: The entire group of individuals or items about which information is desired.

Sample: A subset of the population selected for study.

Parameter: A numerical measure describing a characteristic of the population (e.g., population mean μ).

Statistic: A numerical measure describing a characteristic of a sample (e.g., sample mean X̄).

Estimator: A rule or formula used to estimate an unknown population parameter from sample data.

Estimate: The actual numerical value obtained from the estimator applied to a given sample.

5.2 Point Estimation

Point Estimation involves using a single value from the sample to estimate an unknown population parameter. For example, the sample mean X̄ is used as a point estimate of the population mean μ.

Desirable Properties of a Good Point Estimator

1. Unbiasedness

An estimator θ̂ is said to be unbiased for θ if its expected value equals the true parameter value.

Unbiasedness

E(θ̂) = θ

Example: Sample mean X̄ is an unbiased estimator of population mean μ,

because E(X̄) = μ.

Sample variance S² = Σ(Xi - X̄)² / (n-1) is unbiased for σ².

Note: If we divide by n instead of (n-1), the estimator becomes biased.


Proof that S² is Unbiased for σ²