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Oppiskele Challenge: Checking Bias of An Estimation Using Simulation | Estimation of Population Parameters
Advanced Probability Theory
course content

Kurssisisältö

Advanced Probability Theory

Advanced Probability Theory

1. Additional Statements From The Probability Theory
2. The Limit Theorems of Probability Theory
3. Estimation of Population Parameters
4. Testing of Statistical Hypotheses

book
Challenge: Checking Bias of An Estimation Using Simulation

In the last chapter, we covered the concepts of sample variance and adjusted sample variance. Now let's see how with the help of simulation, we can determine that the first estimation is biased and the second is unbiased.

We will use the Gaussian population: we will build an estimate of the sample variance and the adjusted sample variance on different subsets of the population. Next, using the law of large numbers, we will estimate the mean of the sample variance and the adjusted sample variance and compare it with the real variance of the population.

Tehtävä

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Your task is to perform simulations to obtain the value of the sample variance, and the adjusted sample variance for 2000 different subsets of the population and compare the mean of the sample variance and the adjusted sample variance with the real value of the population mean:

  1. Use ddof=0 as an argument of np.var() method to calculate sample variance.
  2. Use ddof=1 as an argument of np.var() method to calculate the adjusted sample variance.
  3. Use .mean() method to estimate the expectation of sample variance.

Ratkaisu

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Kiitos palautteestasi!

Osio 3. Luku 5
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book
Challenge: Checking Bias of An Estimation Using Simulation

In the last chapter, we covered the concepts of sample variance and adjusted sample variance. Now let's see how with the help of simulation, we can determine that the first estimation is biased and the second is unbiased.

We will use the Gaussian population: we will build an estimate of the sample variance and the adjusted sample variance on different subsets of the population. Next, using the law of large numbers, we will estimate the mean of the sample variance and the adjusted sample variance and compare it with the real variance of the population.

Tehtävä

Swipe to start coding

Your task is to perform simulations to obtain the value of the sample variance, and the adjusted sample variance for 2000 different subsets of the population and compare the mean of the sample variance and the adjusted sample variance with the real value of the population mean:

  1. Use ddof=0 as an argument of np.var() method to calculate sample variance.
  2. Use ddof=1 as an argument of np.var() method to calculate the adjusted sample variance.
  3. Use .mean() method to estimate the expectation of sample variance.

Ratkaisu

Switch to desktopVaihda työpöytään todellista harjoitusta vartenJatka siitä, missä olet käyttämällä jotakin alla olevista vaihtoehdoista
Oliko kaikki selvää?

Miten voimme parantaa sitä?

Kiitos palautteestasi!

Osio 3. Luku 5
Switch to desktopVaihda työpöytään todellista harjoitusta vartenJatka siitä, missä olet käyttämällä jotakin alla olevista vaihtoehdoista
Pahoittelemme, että jotain meni pieleen. Mitä tapahtui?
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