在统计学中,estimator跟estimate有什么区别?
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发布时间:2022-05-10 23:09
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热心网友
时间:2023-09-17 18:06
用来推断总体参数的统计量称为估计量(estimator)。
In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished.
There are point and interval estimators. The point estimators yield single-valued results, although this includes the possibility of single vector-valued results and results that can be expressed as a single function. This is in contrast to an interval estimator, where the result would be a range of plausible values (or vectors or functions).
Estimation theory is concerned with the properties of estimators; that is, with defining properties that can be used to compare different estimators (different rules for creating estimates) for the same quantity, based on the same data. Such properties can be used to determine the best rules to use under given circumstances. However, in robust statistics, statistical theory goes on to consider the balance between having good properties, if tightly defined assumptions hold, and having less good properties that hold under wider conditions.
当经测定的具体数值代入估计量时,它就是一个具体的数值,称为估计值(estimate) 。
设(X1,……,Xn)为来自总体X的样本,(x1,…xn)为相应的样本值,θ是总体分布的未知参数,θ∈Θ,Θ表示θ的取值范围,称Θ为参数空间.尽管θ是未知的,但它的参数空间Θ是事先知道的.为了估计未知参数θ,我们构造一个统计量h(X1,……,Xn),然后用h(X1,……,Xn)的值h(x1,…xn)来估计θ的真值,称h(X1,……,Xn)为θ的估计量。
同一个参数可以有多个不同的估计量。参数是唯一的,但估计量(统计量)是随机变量,取值是不确定的。
estimator跟estimate区别:
an estimator is rule which before we observe any data, we plan to use to estimate a parameter, it is a random variable. an estimate is the value of an estimator after the data have been observed。
热心网友
时间:2023-09-17 18:06
I think, an estimator refers to e.g., Y-cap, and an estimate is the value obtained from running a regression.I think, an estimator refers to e.g., Y-cap, and an estimate is the value obtained from running a regression. 我想,估计是指例如,Y-键帽,并估计是从运行回归得到的值。
热心网友
时间:2023-09-17 18:07
I think, an estimator refers to e.g., Y-cap, and an estimate is the value obtained from running a regression.