Mathematical Statistics

created : 2020-04-07T11:48:25+00:00
modified : 2020-10-16T15:01:38+00:00

Chapter 7 Sampling distribution

Definition 7.1 (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

\[\text{Suppose }Y_i \overset{iid}{\sim} N\left(0, 1^2 \right)\] \[\bar Y \sim N(\mu, {\sigma^2\over{n}})\] \[\text{Hence, } Z = { {\bar Y - \mu} \over {\sigma / \sqrt{n}}} \sim N (0, 1)\]