Chapter 7 Sampling distribution
Definition 7.1 (Statistic)
- A statistic is a function of the observations in a sample and known constants. The distribution of a statistic is called the sampling distribution of the statistic.
\[\bar Y: \text{sample mean}\]
\[S^2 : \text{sample variance}\]
\[Y_{(1)}, Y_{(n)} : \text{minimum and maximum (order statistics)}\]
\[\hat p : \text{sample proportion}\]
Theorem 7.1
\[\text{Suppose }Y_i \overset{iid}{\sim} N\left(0, 1^2 \right)\]
\[\bar Y \sim N(\mu, {\sigma^2\over{n}})\]
\[\text{Hence, } Z = { {\bar Y - \mu} \over {\sigma / \sqrt{n}}} \sim N (0, 1)\]