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Unit 09 PDF

Estimation is an important part of data analysis that allows making inferences about parameters of a population based on sample data. There are several common methods of estimation discussed in the text including the method of moments, least squares method, maximum likelihood method, minimum chi-square method, and minimum distance method.

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saudhabis12
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
38 views

Unit 09 PDF

Estimation is an important part of data analysis that allows making inferences about parameters of a population based on sample data. There are several common methods of estimation discussed in the text including the method of moments, least squares method, maximum likelihood method, minimum chi-square method, and minimum distance method.

Uploaded by

saudhabis12
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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cwimsL¨vb

cÖvK&Kjb (ESTIMATION)

f‚wgKvt
cÖvK&Kjb cwimsL¨vb Z‡Ë¡i GKwU ¸iæZ¡ c~Y© Aa¨vq| M‡elYvi wewfbœ †ÿ‡Î bgybv †bIqvi cÖ‡qvRb nq|
Z_¨we‡k¦ wewfbœ ˆewk‡ó¨i bgybv AšÍf‚©³| ZvB bgybvi †ÿ‡Î m¤¢vebv Z‡Ë¡i Dci wbf©i K‡i Z_¨we‡k¦i
cÖK…wZ m¤^‡Ü aviYv Kiv mnR nq| Avevi A‡bK mgq †Kvb M‡elK ev cwimsL¨vbwe` civgvb wbY©q
mv‡c‡ÿ¨ Z_¨we‡k¦i aviYv jvf K‡ib| G Aa¨v‡q wK fv‡e civgvb cÖvvK&Kjb Kiv nq †h m¤ú‡K©
Av‡jvPbv Kiv n‡q‡Q|

D‡Ïk¨
G BDwbU cvV †k‡l Avcwb ej‡Z I e¨vL¨v Ki‡Z cvi‡eb
 cÖvK&Kjb I cÖvK&Kjb c×wZ
 cÖvK&Kj‡bi ag© I cÖgvY
 we›`y cÖvK&Kjb
 mxgvbv cÖvK&Kjb
 wewfbœ mgm¨vi mgvavb-

Aa¨vq bq c„ôv 187


GBP Gm wm

cvV-9.1 cÖvK&Kjb (Estimation)

f‚wgKv:
cÖvK&Kjb cwimsL¨vbZ‡Ë¡ cÖ‡qvRbxq I ¸iæZ¡c~Y© Ask| bgybvi wewfbœ ˆewk‡ó¨i cÖK…wZ wbY©q K‡i
Z_¨we‡k¦i wewfbœ civgvb cÖvK&Kjb Kiv nq| d‡j Z_¨we‡k¦i Aby~iƒc ˆewkó¨¸wj wbiƒcb K‡i Z_¨we‡k¦i
GKwU my®úó aviYv †`Iqv m¤¢e nq| G cv‡V civgvb cÖvK&Kjb c×wZ Av‡jvPbv Kiv n‡q‡Q|

D‡Ïk¨
G cvV †k‡l Avcwb ej‡Z cvi‡eb-
 cÖvK&Kjb wK
 cÖvK&Kj‡bi cÖKvi‡f`
 cÖvK&Kjb m¤úwK©Z wewfbœ mgm¨vi mgvavb

welqe¯Íz

cÖvK&Kjb (Estimation)
Avgiv Rvwb, bgybv Z_¨we‡k¦i GKwU Ask gvÎ, m¤¢vebv Z‡Ë¡i Dci wbf©i K‡i Z_¨we‡k¦i cÖK…wZ m¤^‡Ü
my®úó aviYv cvIqv m¤¢e| Rvbv bgybv †_‡K ARvbv Z_¨we‡k¦i m¤^‡Ü aviYv Ki‡Z †h weÁvb m¤§Z ZË¡
M‡o D‡V‡Q ZvnvB Abygvb ZË¡| cÖvK&Kjb Abygvb Z‡Ë¡i GKwU Ask|
cÖvK&KjK (Estimator): Z_¨we‡k¦i GK ev GKvwaK civgvb (Parameter) ARvbv _vK‡Z cv‡i| bgybvi
Dci wbf©i K‡i G mg¯Í ARvbv civgvb wbY©q Kiv cÖ‡qvRb| †h c×wZ‡Z G mg¯Í civgvb wbY©q Kiv nq
Zv‡K cÖvK&KjK (Estimator) e‡j|
cÖvK&KjK mvaviYZ ˆ`e bgybvi GKUv dvskb|
_ wewfbœ bgybv n‡Z Gi cÖvK&KwjZ gvb cvIqv hvq| ˆ`e
bgybvi Mo I †f`vs‡Ki gvb‡K h_vµ‡g xI s2Øviv cÖKvk Kiv nq|
cÖvK&KwjZ gvb (Estimate): cÖvK&Kj‡Ki GKwU we‡kl gvb‡K cÖvK&KwjZ gvb ejv nq| D`vniY¯^iƒc
Avgiv ej‡Z cvwi- Mo  Gi cÖvKK&wjZ gvb‡K x Øviv cÖKvk Kiv hvq| Abyiƒcfv‡e, †f`v¼ Gi
cÖvK&KwjZ gvb‡K s2Øviv cÖKvk Kiv nq|
D`vniY : bIqvcvov k¼i cvkv D”P we`¨vjq evsjv‡`k Db¥y³ wek¦we`¨vj‡qi GKwU wUD‡Uvwiqvj †K›`ª|
D³ †K‡›`ªi 10 Rb QvÎ/QvÎxi eqm 25, 20, 18, 26, 42, 32, 30, 29, 31, 27| Dnv‡`i MvwYwZK
Mo-

cwiwgZ web¨vm c„ôv 188


cwimsL¨vb

_ 25 + 20 + 18 + 26 + 42 + 32 + 30 + 29 + 31 + 27
x= 10
280
= 10

= 28
g‡b Kwi,_ D³ Z_¨wek¦ n‡Z 26, 32, 30, 27, 20 ˆ`e µ‡g Pqb Kiv GKwU bgybv| ZvB Z_¨we‡k¦i
civgvb xGi cÖvK&KjK n‡e-
26 + 32 + 30 + 27 + 20
x = 5
135
= 5

= 27
_ _
GLv‡b MvwbwZK Mo Gi cÖvK&KjK x=28 Ges cÖvK&KwjZ gvb x= 27
wb‡R Kiæb: Z_¨wek¦ [ 11, 12, 13, 14, 15, 16, 17, 18, 19, 20] cÖvKK&jb(Estimation) ‡_‡K 4
AvKvi wewkó bgybvi civgvb Gi cÖvK&KwjZ gvb wbY©q Kiæb|
†Kvb Z_¨we‡k¦i Dcv`vb¸wji GKwU ˆewkó¨‡K ˆ`e PjKx Øviv cÖKvk n‡j Dnvi m¤¢vebv NYZ¡ dvskb
x‡hLv‡b civgvbwU ARvbv ; hw` x1,x2......, x ˆ`e bgybv nq Zvn‡j bgybvi n msL¨K gv‡bi Dci
n
wfwË K‡i civgvb †h c×wZ‡Z wbY©q Kiv nq Zv‡K cÖvK&Kjb e‡j|
cÖvK&Kjb `y'cÖKvi
1| we›`y cÖvK&Kjb (Point estimation)
2| AšÍi cÖvK&Kjb (Interval estimation)
1| we›`y cÖvK&Kjb (Point estimation): we›`y cÖvK&Kjb ch©‡ewÿZ bgybvi dvsk‡bi GKwU gvb‡K civgvb
wnmv‡e Abygvb K‡i wbY©q Kivi c×wZ| aiv hvK, GKwU civgvb| Gi cÖvK&Kj‡bi Rb¨ hw` bgybv¼ T
e¨envi Kiv nq, Z‡e ‡K ejv nq Gi cÖvK&KjK Ges †Kvb we‡kl bgybvjä Gi gvb‡K ejv n‡e
cÖvK&KwjZ gvb|
2| AšÍi cÖvK&Kjb (Interval estimation): Z_¨we‡k¦i †Kvb bgybv †_‡K cÖvß civgvb cÖvK&Kj‡bi †ÿ‡Î
`ywU mxgv (Interval) wbw`©ó K‡i Dnvi g‡a¨ m¤¢vebvmn cÖ‡qvRbxq civgvb aviY Kiv‡K AšÍi cÖvK&Kjb
e‡j| †h AšÍi GKwU wbw`©ó m¤¢vebvmn civgvb‡K aviY K‡i Zv‡K Av¯’v AšÍi e‡j| Ges G m¤¢vebv‡K
Av¯Ívi mnM ev Av¯’v¼ e‡j| †h mxgvbvi g‡a¨ civgvb Ae¯’vb K‡i Zv‡`i g‡a¨ wb¤œ gvb‡K wb¤œ mxgv I
D”P gvb‡K D”P mxgv e‡j|

mvims‡ÿc:
cÖvKK&j‡Ki GKwU we‡kl gvb‡K cÖvK&KwjZ gvb e‡j|

Aa¨vq bq c„ôv 189


GBP Gm wm

cv‡VvËi g~j¨vqb-9.1
ˆbe©¨w³K cÖkœ:
mwVK Dˇii cv‡k wUK () wPý w`b:
1| †h c×wZ‡Z civgvb wbY©q Kiv nq Zv‡K wK e‡j
K) cÖcÂK L) cÖvK&Kjb
M) †f`v¼ N) †gv‡g›U

mZ¨/wg_¨v wbY©qt
2| cÖvK&Kjb bgybv Z‡Ë¡i GKwU Ask
3| cÖvK&Kj‡Ki GKwU we‡kl gvb‡K cÖvKK&wjZ gvb ejv nq

ïY¨¯’vb c~iY t
_
4| XGi cÖvKK&wjZ gvb‡K ----------- Øviv cÖKvk Kiv nq|
5| S2Gi cÖvKK&wjZ gvb‡K -------- Øviv cÖKvk Kiv nq|
6| cÖvKK&jb `yB cÖKvi ------------ I ----------- |

evK¨ wgjv‡bv t
7| Z_¨ we‡k¦i †Kvb bgybv †_‡K cÖvß civgvb K) K‡i Zv‡K Av¯’v AšÍi e‡j
cÖvK&Kj‡bi †ÿ‡Î
8| †h AšÍi GKwU wbw`©ó m¤¢vebv mn civgvb aviY L) cÖvK&KwjZ gvb ejv nq
9| cÖvK&K‡ji GKwU we‡kl gvb‡K M) `yBwU mxgv wbw`©ó K‡i|

cvV-9.2 cÖvK&Kjb c×wZ (The methods of estimation)

f‚wgKv

cwiwgZ web¨vm c„ôv 190


cwimsL¨vb

Avgiv c~e© cv‡V cÖvK&KjK m¤ú‡K© Av‡jvPbv K‡iwQ| †mLv‡b ejv n‡q‡Q Z_¨we‡k¦ GK ev GKvwaK civgvb
ARvbv _vK‡Z cv‡i| bgybvi Dci wbf©i K‡i G me ARvbv civgvb cwigvc Rvbvi cÖ‡qvRb nq| †h me
c×wZ‡Z G me civgvb cwigvc Kiv hvq †mB me cwigvc c×wZ‡K cÖvK&Kjb c×wZ ejv nq|

D‡Ïk¨
G cvV †k‡l Avcwb ej‡Z cvi‡eb
 cÖvK&Kjb cwigvc c×wZ
 cÖvK&KwjZ civgv‡bi ˆewkó¨

welqe¯Íz t civgvb cÖvK&Kjb Ki‡Z cwimsL¨vwbK KZK¸‡jv c×wZ i‡q‡Q| †h me c×wZ‡Z


civgvb cwigvc Kiv nq Zv‡K cÖvK&Kjb c×wZ e‡j| wb‡æ K‡qKwU ¸iæZ¡c~Y© cÖvK&Kjb c×wZ
eY©bv Kiv nj:
1| cwiNvZ c×wZ (Method of moment)
2| b~¨bZg eM© c×wZ (Method of least square)
3| Mwiô m¤¢ve¨ c×wZ (Maximum likelihood method)
4| b~¨bZg KvB eM© c×wZ (Method of minimum chi-square)
5| b~¨bZg `~iZ¡ c×wZ (Method of minimum distance)
Dc‡ii cuvP cÖvKK&jb c×wZi g‡a¨ cÖ_g wZbwU Av‡jvPbv Kiv njt
1| cwiNvZ c×wZ (Method of moment): civgvb cÖvK&Kj‡bi me‡P‡q cÖvPxb c×wZ nj cwiNvZ
c×wZ| Avgiv GLv‡b a‡i †bB, bgybvi cwiNvZ¸wj Z_¨we‡k¦i cwiNvZ¸wji cÖvK&KwjZ gvb| G †ÿ‡Î
Z_¨we‡k¦i hZ¸wj civgvb cÖvK&Kjb Ki‡Z nq bgybv I Z_¨we‡k¦i ZZ¸wj cwiNvZ wb‡q mgxKiY K‡i
D³ civgvb¸wj wbY©q Kiv nq| r msL¨K cwiNvZ cÖvK&Kjb Kivi Rb¨ bgybv I Z_¨we‡k¦i rmsL¨K
cwiNvZ wb‡q mgxKiY Ki‡Z nq A_©vr rGes m r h_vµ‡g Z_¨wek¦ I bgybvi rZg cwiNvZ n‡j, rwU
civgvb cÖvK&Kj‡bi mgxKiY n‡e
1  m1 , 2  m2 , r  m r
D`vniY: ˆcmuy web¨vm n‡Z cwiNvZ c×wZ‡Z Bnvi cÖvK&KwjZ gvb wbY©q Kiæb|
mgvavb : g‡b Kwi m civgvb wewkó ˆcmuy web¨v‡mi m¤¢vebv NYZ¡ dvskb-
e - mmx
; x = 0 1................
xm) = x!

AZGe, cÖ_g cwiNvZ = 1 E[xxm)]


=m
n

∑ xi
bgybv †_‡K cÖvß bgybv Mo x = i = 1 /n

Aa¨vq bq c„ôv 191


GBP Gm wm

AZÎe r  mˆ = r


wb‡R Kiæb t
1. cwiwgZ web¨v‡mi ‡ÿ‡Î cwiNvZ c×wZ‡Z civgvb I 2Gi cÖvK&KwjZ gvb wbY©q Kiæb?
[ Hints : 1 E x] = 
2 x2) = 22
2. wØc`x web¨v‡mi †ÿ‡Î cwiNvZ c×wZ‡Z civgvb Gi cÖvK&KwjZ gvb wbY©q Kiæb|
3| ˆcmuy web¨v‡mi †ÿ‡Î cwiNvZ c×wZ‡Z civgvb s2 Gi cÖvK&KwjZ gvb wbY©q Kiæb|

3| b~¨bZg eM© c×wZ [Methood of least square]


b~¨bZg eM© c×wZi gyj aviYv nj civgvb Ggbfv‡e cÖvK&Kjb Ki‡Z n‡e hvnvi wePy¨wZi eM© mgwó b~¨bZg
n‡eÓ civgvb b~¨bZg eM© c×wZi gva¨‡g wbY©q Kiv‡K ejv nq b~¨bZg eM© cÖvK&KwjZ gvb| G c×wZ‡Z
wbY©qK…Z gvb Gi K‡qKwU ag© wb‡¤œ †`Iqv nj :
1| cÖvK&KwjZ gvb¸wj cÿcvZnxb
2| cÖvK&KwjZ †f`v¼ me‡P‡q †QvU
3| cÖvK&KjK¸wj m‡e©vËg ˆiwLK cÿcvZnxb cÖvK&KjK

Mwiô m¤¢ve¨ cÖvK&Kjb c×wZ: g‡b Kwi xi; i = 1,2..........n ‡Kvb ˆ`e bgybvi n msL¨K ch©‡ewÿZ gvb hvi
m¤¢vebv NbZ¡ dvskb x);ARvbv civgvb| Gi GKvwaK gvb _vK‡Z cv‡i| hw` Gi gvb w¯’i _v‡K
Z‡e, xi;i = 1, 2..........n Gi hy³ m¤¢vebv dvskb‡K x1x2.............xn;Øviv wPwýZ Kiv hvq hv
bgybvi ch©‡ewÿZ gv‡bi Dci wbf©ikxj| G †ÿ‡Î cÖvß dvskb‡K Gi m¤¢ve¨ dvskb (Likelihood
function) e‡j Ges L[x1x2.............xn] Øviv mywPZ Kiv nq| Mwiô m¤¢ve¨ bxwZ Abyhvqx Gi †mB
gvbwU Mwió m¤¢ve¨ cÖvK&KwjZ gvb hv m¤¢ve¨ dvskb‡K me©e„nr gvb †`qÒ A_©vr cÖvK&KwjZ gvb  ˆ †K
civgv‡bi Mwiô m¤¢ve¨ cÖvK&KjK ejv n‡e hLb,
ˆ x ,x .......... x ]≥Lx , x ,..............x ]
L  1 2 n 1 2 n
ˆ x ,x ..........x ] = MaxLx ,x ,..............x ]
A_©vr L  1 2 n 1 2 n
ˆ MaxLx x ........... x ]
mswÿßfv‡e wjL‡j Avgiv cvB-L  1 2 n
Mwiô m¤¢ve¨ cÖvK&KwjZgvb wbY©q Ki‡Z wb‡æ kZ© `yBwU †g‡b Pj‡Z nq|
1| Error! Ges

2| [ Error!
ˆ
 
DcwiwjwLZ mgxKi‡Yi mgvavb †_‡K  Gi †h gvb cvIqv hvq ZvnvB Gi Mwiô cÖvK&KwjZ gvb|
Mwiô m¤¢ve¨ cÖvK&KwjZ gv‡bi ag©¸wj wb‡¤œ †`Iqv nj:
1| mvaviY K‡qKwU kZ© mv‡c‡ÿ Mwiô m¤¢ve¨ cÖvK&Kjb mvgÄm¨ nq|

cwiwgZ web¨vm c„ôv 192


cwimsL¨vb

2| mvaviY K‡qKwU kZ©mv‡cÿ cÖvK&KjK cwiwgZ web¨vm AbymiY K‡i|


3| hw` civgv‡bi Rb¨ ch©vß cÖvK&Kj‡Ki Aw¯ÍZ¡ _v‡K Z‡e Bnv me mgqB Mwiô m¤¢ve¨ cÖvK&Kj‡Ki
dvskb nq-
4| Mwiô m¤¢ve¨ cÖvK&KjK Awfbœ gvb †g‡b P‡j|

D`vniY: Mwiô m¤¢ve¨ cÖvK&Kjb c×wZi mvnv‡h¨ wØc`x web¨v‡mi cÖvK&Kjb we›`y wbY©q Kiæb|
mgvavb: wØc`x web¨v‡mi civgvb P hy³ web¨v‡mi m¤¢vebv dvskb nj:
n n
n x  ( n x )
()
L(f(x;p) = x p i 1 (1  p ) i 1 ; x= 0, 1 ........... , x
n

n ∑ x
= Log L(p) = Log[x]+ Logp+Error!i=1

GLb, Error!= 0 kZ©mv‡c‡ÿ p Gi gvb wbY©q Ki‡Z n‡e|


n

∑x
i=1
A_©vr, Error!= p -Error!= 0
=Error!-pError!= 0
n n n n

∑x ∑xp ∑n ∑x
i=1 -i = 1 - pi = 1 + pi = 1 = 0
n

∑x
or i = 1 -pn = 0
n

∑x
i=1
=p = n = x
 = x

AZGe, x = xin n‡e p Gi Mwiô m¤¢ve¨ cÖvK&KwjZ gvb|

wb‡R Kiæb:
‰cmyu web¨v‡mi †ÿ‡Î Mwiô m¤¢ve¨ cÖvK&KwjZ gvb wbY©q Kiæb|
Dc‡i DwjøwLZ cªvK&Kjb c×wZ¸wji g‡a¨ Mwiô m¤¢ve¨ cÖvKKjb c×wZ me‡P‡q mnR Ges LyeB
¸iæZ¡c~Y©| KviY G c×wZ A‡bK¸wj Awf‡cÖZ jÿ‡Yi AwaKvix|

mvi ms‡ÿc t

Aa¨vq bq c„ôv 193


GBP Gm wm

†h mKj c×wZ‡Z civgvb wbY©q Kiv nq Zv‡K cÖvK&K&jb c×wZ e‡j|

cv‡VvËi g~j¨vqb-9.2t
ˆbe©¨w³K cÖkœ:
mwVK Dˇii cv‡k wUK () wPý w`b:
1| gvb wnmv‡e aiv nq wb‡Pi †KvbwU cÖvK&KwjZ-
K) Z_¨ L) civgvb
M) ms‡køl N) wbf©ib
2| wb‡Pi †KvbwU cÖvKK&wjZ c×wZ bq
K) Mwiô m¤¢ve¨ c×wZ L) b~b¨Zg eM© c×wZ
M) ms‡kølv¼ wbY©q c×wZ N) b~b¨Zg KvB eM© c×wZ

mZ¨/wg_¨v wbY©qt
3| civgvb wbb©‡qi me‡P‡q cÖvPxb c×wZ nj cwiNvZ c×wZ
4| Mwió m¤¢ve¨ bxwZ Abyhvqx Gi †mB gvbwU Mwió m¤¢ve¨ cÖvKK&wjZ gvb hv m¤¢ve¨ dvskb‡K me©e„nr
gvb †`q|

ïY¨¯’vb c~iY t
5| ------- cÖvK&Kjb c×wZ me‡P‡q mnR I LyeB ¸iæZ¡c~b©|
6| Mwiô m¤¢ve¨ bxwZ Abyhvqx Gi †mB gvb gvbwU Mwiô m¤¢ve¨ cÖvK&KwjZ gvb hv m¤¢ve¨ dvskb‡K ------
----- |
7| civgvb b~¨bZg eM© c×wZ‡Z wbY©q Kiv‡K ejv nq --------- |

cvV-9.3 cÖvK&Kj‡bi ag© I cÖgvY (Properties of Estimation and it's Proof)

f‚wgKv
cÖvK&Kjb ïay wbY©q Ki‡jB me mgm¨vi mgvavb nq bv| cÖvK&KwjZ civgvb Gi ˆewkó¨ ev ag© Rvbvi
cÖ‡qvRb| GKwU fvj civgv‡bi wKQy fvj ˆewkó¨ ev ag© G cv‡V Av‡jvPbv Kiv nj|

cwiwgZ web¨vm c„ôv 194


cwimsL¨vb

D‡Ïk¨
G cvV †k‡l Avcwb ej‡Z cvi‡eb
 cÖvK&Kj‡bi ag© ev ˆewkó¨
 a‡g©i cÖgvY
 wewfbœ mgm¨vi mgvavb

welqe¯Íz t

Avgiv Av‡MB †R‡bwQ we›`y cÖvK&Kj‡bi ch©‡ewÿZ bgybv dvsk‡bi GKwU gvb‡K civgvb wnmv‡e Abygvb
Kiv nq hvi g‡a¨ wKQy fvj ˆewkó¨ Av‡Q| Z‡e R.A wdkv‡ii g‡Z GKwU civgvb ZLbB m‡e©vËg
cÖvK&KjK n‡e hLb cÖvK&Kj‡Ki wb‡æi ˆewkó¨¸wj _vK‡e:
1| mvgÄm¨ (Consistency)
2| `ÿZv (Efficiency)
3| ch©vßZv (Sufficiency)
G Qvov wm MvDm Gi g‡Z cÖvK&Kj‡Ki Avi GKwU ¸iæZ¡c~Y© ˆewkó¨ i‡q‡Q Zv nj
4| cÿcvZnxbZv (Unbiasedness)

1| mvgÄm¨ (Consistency) t cÖvK&Kj‡Ki GKwU ¸iæZ¡c~Y© ˆewkó¨ nj mvgÄm¨| bgybvi AvKvi µgk: e„w×
cvIqvi m‡½ m‡½ cÖvK&Kj‡Ki gvb hw` m¤¢vebv my‡Îi civgv‡bi gv‡bi Lye wbKUeZ©x nq Z‡e Giƒc
cÖvK&KjK‡K mvgÄm¨ cÖvK&KjK ejv nq| hw` T, n AvKvi wewkó bgybv †_‡K cÖvß civgvb Gi GKwU
cÖvK&KjK gvb nq Zv n‡j T-†K mvgÄm¨ cÖvK&KjK ejv n‡e hw`-
Lim Prob[|T-1 nq
GLv‡b LyeB †QvU abvZ¥K ivwk|

2| `ÿZv (Efficiency)t K‡qKwU mvgÄm¨ cÖvK&Kj‡Ki g‡a¨ †h cÖvK&Kj‡Ki †f`v¼ me‡P‡q †QvU Zv‡K
`ÿ cÖvK&KjK (efficient estimator) e‡j| hw` T1 Ges T2 `y'wU mvgÄm¨ cÖvK&KjK nq hv‡`i †f`v¼
h_vµ‡g  12 Ges  22 Z‡e T1, T2 A‡cÿv `ÿ cÖvK&KjK n‡e hw`  12   22 nq| `ÿZv‡K Ab¨fv‡e
msÁvwqZ Kiv hvq-

`ÿZv (efficiency) Gi msÁv t

Aa¨vq bq c„ôv 195


GBP Gm wm

hw` T1 †Kvb civgvb Gi me‡P‡q `ÿ cÖvK&KjK nq hvi †f`v¼  12 Ges T2 hw` Ab¨ GKwU
cÖvK&KjK nq hvi †f`v¼  22 Z‡e T2 Gi `ÿZv‡K E Øviv cÖKvk Ki‡j E =  12 /  22 1|
ch©vßZv (Sufficiency)t GKwU cÖvK&KjK T-‡K ZLbB ch©vß cÖvK&KjK ejv n‡e hLb Bnvi civgvb m¤^‡Ü
bgybvq mg¯Í Z_¨ _v‡K A_©vr hw` xi ; i = 1,2........n GKwU ˆ`e bgybv nq hv f(x;) ‡_‡K Pqb Kiv
n‡q‡Q, Z‡e cÖvK&KjK xi ; i = 1,2.........n Gi hy³ m¤¢vebv NYZ¡ dvskb‡K wb¤œiƒ‡c †`Lv‡bv hvq-
ch©vßZv = f(xi ; i = 1, 2.............n;f(t/h(xi ; i = 1,2........n)
†hLv‡b Wvb w`‡Ki Drcv`K `ywUi cÖ_gwU t I Gi Dci wbf©ikxj Ges wØZxqwU Gi Dci wbf©ikxj
bq| t cÖvK&KjK T Gi GKwU cÖvK&KwjZ gvb| g‡b ivL‡Z n‡e, ch©vßZv cÖvK&Kj‡Ki ag© b‡n, GUv
bgybv‡¼i ag© gvÎ|
cÿcvZnxbZv (Unbiasedness): cÿcvZnxbZv wm MvDm me©cÖ_g D‡jøL K‡ib| Zvi g‡Z GKwU
cÖvK&KjK t ‡K ZLbB civgvb  Gi cÿcvZnxb cÖvK&KjK ejv n‡e hLb-
E[T] = |
GLv‡b [E[T]-] †K cÿcvZ Gi cwigvc ejv nq| G cwigvc abvZ¥K A_ev FbvÍK n‡Z cv‡i| we›`y
cÖvK&Kj‡bi Avi GKwU DrK…ó ˆewkó¨ we`¨gvb Zv nj jwNô †f`v¼ cÿcvZïY¨ cÖvK&KjK (Minimum
variance unbiased estimator)
jwNô †f`v¼ cÿcvZ k~Y¨ cÖvK&KjK (Minimum variance unbiased estimator)t
T Gi ga¨MvwgZvi gvc, cÖZ¨vkv E(T) hw` Gi mgvb nq Z‡e T ‡K  Gi cÿcvZk~Y¨ cÖvK&KjK e‡j|
mKj cÿcvZk~Y¨ cÖvK&Kj‡Ki g‡a¨ hvi we¯Í„Zx| mvaviYZ †f`v¼ me‡P‡q Kg A_©vr hvi †f`v¼ Ab¨ †h
†Kvb cÿcvZïb¨ cÖvK&Kj‡Ki †f`v‡¼i †P‡q †QvU Zv‡KB jwNô-†f`v¼ cÿcvZïY¨ cÖvK&KjK e‡j|
ivI-†µgvi (Rao-cramer's) Gi m~Îvbyhvqx cÿcvZïb¨ cÖvK&KjK mg~‡ni †f`v‡¼i Aat mxgv nj
Error!2

ev Error!
K‡qKwU kZ©mv‡c‡ÿ|

ZLb E[T]-}‡K ejv nq cÿcvZ Gi cwigvc| hw` G cwigvc abvZ¥K nq Zv‡K ejv n‡e abvZ¥K
cÿcvZ cÖvK&KjK A_ev FbvÍK n‡j ejv n‡e FbvÍK cÿcvZ cÖvK&KjK|

mvims‡ÿc:
T Gi ga¨MvwgZvi gvc, cÖZ¨vkv E(T) hw`  Gi mgvb nq n‡e T †K  Gi cÿcvZ ïb¨ cÖvK&KjK e‡j|

cv‡VvËi g~j¨vqb-9.3t

cwiwgZ web¨vm c„ôv 196


cwimsL¨vb

ˆbe©¨w³K cÖkœ:
mwVK Dˇii cv‡k wUK () wPý w`b:
1| mvgÄm¨, `ÿZv, ch©vßZv Kvi ˆewkó¨
K) †f`vs‡Ki L) cÖvK&Kj‡Ki
M) M‡oi N) ms‡kølvs‡Ki
2| †K e‡j‡Qb cÖvKK&j‡bi ˆewkó¨ nj cÿcvZnxbZv
K) wdkvi L) DBbvi
M) MvDm N) †Mv‡ìb
mZ¨/wg_¨v wbY©q t
3| cÖvKK&j‡Ki GKwU ¸iæZ¡c~Y© ˆewkó¨ nj mvgÄm¨|
4| cÖvKK&jK T †K ZLbB civgvb Gi cÿcvZnxb cÖvKK&jK ejv n‡e hLb E(T)  

ïY¨¯’vb c~iY t
5| jwNô †f`vsK cÿcvZïb¨ cÖvKK&jK, ------ GKwU ˆewkó¨
6| †µgvi ivI Gi myÎvbyhvqx cÿcvZïb¨ cÖvKK&jK mg~‡ni †f`vs‡Ki Aa:mxgv nj ------- ev -----
-|
7| [E[T]-] -------- Gi cwigvc ejv nq
8| ch©vßZv ---------- ag© b‡n| GUv --------- ag© gvÎ|

cvV-9.4 AšÍi cÖvK&Kjb (Interval Estimation)

f‚wgKvt
Z_¨we‡k¦i civgvb wbY©‡qi †ÿ‡Î bgybv †_‡K cÖvß GKwU gvÎ gv‡bi mvnv‡h¨ we›`y cÖvK&Kjb †ei Kiv nq|
wKšÍz ev¯Íe †ÿ‡Î G ai‡bi cÖvK&Kj‡b A‡bK mgq mwVK gvb wbY©q Kiv m¤¢e nq bv| ZvB AšÍi
cÖvK&Kj‡bi mvnv‡h¨ G me mgm¨vi mgvavb Kiv nq|

Aa¨vq bq c„ôv 197


GBP Gm wm

D‡Ïk¨
G cvV †k‡l Avcwb ej‡Z cvi‡eb
 AšÍi cÖvK&Kjb wK
 AšÍi cÖvK&Kjb c×wZ
 D`vniY mn e¨vL¨v|

welqe¯Ízt

AšÍi cÖvK&Kj‡bi `yBwU mxgv wbw`©ó Kiv nq hv GKwU wbw`©ó m¤¢vebvmn cÖ‡qvRbxq civgvbwU H mxgvi g‡a¨
Ae¯’vb K‡i|
Av¯’v AšÍi (Confidence Interval): †h AšÍi GKwU wbw`©ó m¤¢vebvmn civgvb‡K aviY K‡i Zv‡K Av¯’v
AšÍi (Confidence Interval) e‡j| AšÍ‡ii Av¯’v‡K c1 Ges c2 Øviv cÖKvk Ki‡j Kiv nq|
g‡b Kwi xi ; i = 1,2 ...........n GKwU ˆ`e bgybvi n msL¨vK gvb hvi m¤¢vebv NbZ¡ dvskb f(x;†_‡K
†bIqv n‡q‡Q| hw` c1 Ges c2 (c1 c2) cÖvß bgybvi gvb †_‡K wbY©q Kiv nq, Zvn‡j civgvb Gi (1-
)% Av¯’v AšÍi (Confidence interval) †K wb¤œiƒ‡c msÁvwqZ Kiv hvq,
Av¯’v AšÍi,
CI = Probc1 c2 1-

GLv‡b c1 I c2 ‡K h_vµ‡g wb¤œ mxgv I DaŸ© mxgv ejv nq| †h‡nZz civgvb Gi AšÍi [c1, c2], (1-
m¤¢vebv wb‡q Ae¯’vb K‡i ZvB (1-Av¯’v AšÍi (Contidence interval) e‡j| (1-†K Av¯’v
AšÍ‡ii AšÍi mnM ev Av¯’vsK (C0-efficiant of confidence) ejv nq| †K h_v_©Zv gvÎv ejv nq|
ZvB [c1 c2] ‡K civgvb Gi (1- Av¯’v AšÍ‡ii cÖvK&KwjZ gvb ejv nq|
AšÍi e¨vwß wbY©q c×wZt
1| M‡oi Av¯’v AšÍi wbY©q hLb 2 Gi gvb Rvbv|

2| M‡oi Av¯’v AšÍi wbY©q hLb 2 Gi gvb ARvbv|


3| †f`v‡¼i Av¯’v AšÍi wbY©q|

cwiwgZ web¨v‡mi †ÿ‡Î M‡oi Av¯’v AšÍi wbY©q t


g‡b Kwi xi ; i = 1,2............n GKwU ˆ`e bgybvi n msL¨K gvb hv f(x;2),cwiwgZ web¨vm n‡Z
†bIqv n‡q‡Q, civgvb (1- = 95% Av¯’v AšÍi wbY©q Ki‡Z n‡e hLb 2 Gi gvb Rvbv Av‡Q|
GLv‡b M‡oi web¨vm N2n),

cwiwgZ web¨vm c„ôv 198


cwimsL¨vb

GLb Av`k© cwiwgZ PjK,


x-m
Z = s/ n ; Z Gi Mo gvb x = 0 Gi 2 =1
AZGe, Prob[-c1 c1] = (1-
x-m
Prob[-1.96 s/ n 19695
cwiwgZ web¨vm †Uwej n‡Z cvB
c1 = -1.96 Ges c2 = 1.96

  1.96  1.96 
or, Prob   x  =95
 n n 

  1.96  1.96 
or Prob  x    x = 95
 n n 
 1.96 1.96 
A_©vr  x  x ‡K h_vµ‡g Gi 95% wb¤œmxgv I DaŸ©mxgv ejv nq|
 n n 

wb‡R Kiæbt
1| cwiwgZ web¨v‡mi †ÿ‡Î wb‡R Kiæb : 99% Av¯’v mxgv wbY©q Kiæb hLb †f`v¼ Rvbv Av‡Q|
2| wØc`x web¨v‡mi †ÿ‡Î 95% Av¯’v mxgv wbY©q Kiæb hLb †f`v¼ Rvbv _v‡K
3| ˆcmuy web¨v‡mi †ÿ‡Î 95% Av¯’v mxgv wbY©q Kiæb hLb †f`v¼ Rvbv _v‡K|

cwiwgZ web¨v‡mi Av¯’v AšÍi hLb †f`v¼ Gi gvb ARvbv|


g‡b Kwi xi ; i = 1,2..........n GKwU ˆ`e bgybvi n msL¨K gvb hv f(x ; 2cwiwgZ web¨vm †_‡K
Pqb Kiv n‡q‡Q| Avgiv Av¯’v AšÍi wbY©q Ki‡ev hLb †f`v‡¼i gvb ARvbv|
GLv‡b, Mo, x Ges †f`v¼, S2 wbY©q Ki‡Z n‡e-
n

∑xi/n
x = i=1 Ges S2 = Error!
x-m
G †ÿ‡Î, web¨vmwU t web¨vm Abymib Ki‡e, A_©vr t = s/ n hvi ¯^vaxb gvÎv n-1
AZGe,

Prob [ - t.025 £
x-m
s/ n
£ t.025]
= 95
Prob[x - t.025 s/ n£ m £ x + t.025 s/ n]= 95
AZGe, [x - t.025s/ n x + t.025 s/ n]‡K civgvb Gi 95% Av¯’v AšÍi ejv nq|

Aa¨vq bq c„ôv 199


GBP Gm wm

wb‡R Kiæb :
1| cwiwgZ web¨v‡mi †ÿ‡Î 90% Av¯’v AšÍi wbY©q Kiæb hLb †f`v‡¼i gvb ARvbv
2| wØc`x web¨v‡mi †ÿ‡Î 99% Av¯’v AšÍi wbY©q Kiæb hLb †f`v‡¼i gvb ARvbv
3| ˆcmuy web¨v‡mi †ÿ‡Î 99% Av¯’v AšÍi wbY©q Kiæb hLb †f`v‡¼i gvb ARvbv

cwiwgZ web¨v‡mi †ÿ‡Î †f`v‡¼i Av¯’v AšÍi wbY©q t


g‡b Kwi xi ; i = 1,2.........n GKwU ˆ`e bgyb_ vi n msL¨K gvb hv f(x;) = N(2cwiwgZ web¨v‡mi
†_‡K Av¯’v AšÍi wbY©q Ki‡Z n‡e| GLv‡b XI S2h_vµ‡g bgybvMo I †f`v¼ hvnv 95% mxgvi AšÍi
n‡e|
 (n  1) s 2 
Prob c2 .975 ( n1) £ £ c2 .025 ( n1)   .95
 s2 
 (n  1) s 2 2 (n  1) s 2 
or, Prob  £s £ 2 = 95
2
 c .025 ( n1) c .975 ( n1) 
 (n  1) s 2 (n  1) s 2 
AZÎe,  2 2  = 95
 c .025 ( n1) c .975 ( n1) 
2 Gi 95% Av¯’v mxgv ejv nq|

wb‡R Kiæb :
1| cwiwgZ web¨v‡mi †ÿ‡Î †f`v¼ AšÍi wbY©q Kiæb hLb Av¯’v mxgv 90% n‡e|
2| wØc`x web¨v‡mi †ÿ‡Î †f`vsK AšÍi wbY©q Kiæb hLb Av¯’v mxgv 90% n‡e|
3| ˆcmuyu web¨v‡mi †ÿ‡Î †f`vsK AšÍi wbY©q Kiæb hLb Av¯’v mxgv 90% n‡e|

mvims‡ÿc:
AšÍi cÖvK&Kj‡bi `yBwU mxgv wbw`©ó Kiv nq hv GKwU wbw`©ó m¤¢vebvmn cÖ‡qvRbxq civgvbwU H mxgvi
wfZi Ae¯’vb K‡i|

cv‡VvËi g~j¨vqb-9.4:
ˆbe©¨w³K cÖkœ:
mwVK Dˇii cv‡k wUK () wPý w`b:
1| AšÍi cÖvK&Kj‡Ki †ÿ‡Î KqwU mxgv wbw`©ó _v‡K

cwiwgZ web¨vm c„ôv 200


cwimsL¨vb

K) 5wU L) 3wU
M) 2wU N) 1wU
2| AšÍi cÖvK&Kj‡Ki EaŸ©mxgv‡K wK ejv nq
K) EaŸ©mxgv L) wb¤œmxgv
M) AwjK N) KvíwbK

mZ¨/wg_¨v wbY©qt
3| Av¯’v AšÍi, CI = Prob{c1  c2} = 1 - 
hLb c1 = EaŸ© mxgv I c2 = wb¤œmxgv
4| ÓÓ †K h_v_©Zv gvÎv ejv nq|
5| (1-) †K AšÍi mnM ev Av¯’v¼ ejv nq|

k~Y¨¯’vb c~iY t
6| hw` c1Ges c2 (c1 < c2 ) nq Z‡e CI =--------
7| AšÍi [c1 ,c2] civgvb †K (1-) m¤¢vebvq wb‡q Ae¯’vb K‡i ZvB (1-)' †K -------|
8| c1  c2 †K civgvb Gi (1-)% Av¯’v AšÍ‡ii .................. gvb ejv nq|

P~ovšÍ g~j¨vqb-9

iPbvg~jK cÖkœ
1| cÖvK&Kj‡bi msÁv wjLyb? we›`y cÖvK&Kjb I AšÍi cÖvK&Kj‡bi cv_©K¨ wjLyb|
2| civgvb cÖvK&Kj‡bi K‡qKwU c×wZi bvg wjLyb| b~¨bZg eM© c×wZwU Av‡jvPbv Kiæb|
3| cÖvK&Kj‡bi ag©¸wj wjLyb| jwNô †f`v¼ cÿcvZ ïY¨ cÖvK&KjK m¤ú‡K© wjLyb|
4| AšÍi cÖvK&Kj‡Ki msÁv wjLyb| cwiwgZ web¨v‡mi †ÿ‡Î wKfv‡e AšÍi cÖvK&Kj‡Ki gvb wbY©q Kiv
hvq| Av‡jvPbv Kiæb|

Aa¨vq bq c„ôv 201


GBP Gm wm

DËi gvjv

9.1: 1| L 2| mZ¨ 3| mZ¨ 4| x 5| s2 6| we›`y cÖvK&Kjb I AšÍi cÖvK&Kjb 7| M 8| K 9|


L|
9.2: 1| L 2| M 3| mZ¨ 4| mZ¨ 5| Mwiô m¤¢ve¨ 6| me©e„nr gvb †`q 7| b~¨bZg eM© cÖvK&KwjZ
gvb
1 1
9.3: 1| L 2| M 3| mZ¨ 4| wg_¨v 5| cÖvK&Kj‡Ki 6| 2 ev
 dLog ( q )   d Log ( q ) 
2
E   E 2 
 dq   dq 
7| cÿcvZ 8| cÖvK&Kj‡Ki, bgybv‡¼i
9.4: 1| M 2| K 3| wg_¨v 4| mZ¨ 5| mZ¨ 6| Prob {c1<c2}=1-
7| AšÍi mnM ev Av¯’v¼ e‡j 8| cÖvK&KwjZ gvb ejv nq|

cwiwgZ web¨vm c„ôv 202

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