The University of Texas at Dallas

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The University of Texas at Dallas Chapter 7 pp. 275-298 William J. Pervin The University of Texas at Dallas Richardson, Texas 75083

Parameter Estimation Using the Sample Mean Chapter 7 Parameter Estimation Using the Sample Mean

E[Mn(X)] = E[X], Var[Mn(X)] = Var[X]/n Chapter 4 7.1 Sample Mean: Expected Values and Variance: For iid RVs X1,…,Xn with PDF fX(x) the sample mean of X is the RV Mn(X) = (ΣXi)/n E[Mn(X)] = E[X], Var[Mn(X)] = Var[X]/n

Chapter 7 7.4 Confidence Intervals “Student” t-distribution (tables available in handouts)

Chapter 7 Theorem 7.12(b) on Page 286