Results 1 to 2 of 2

Math Help - Finding estimated standard error.

  1. #1
    Newbie
    Joined
    Sep 2010
    Posts
    21

    Finding estimated standard error.

    Let X_{1},...,X_{n} ~ F and let \hat{F} be the empirical distribution function.
    Let a<b fixed numbers, define
    θ = T(F) = F(b) F(a). Let θ = T(Fn) = Fn(b) Fn(a).

    Find the estimated standard error of
    θ.
    So... I am not sure how to approach this correctly.
    Am I supposed to find sample error of the sample mean se(
    \hat\mu)= \hat\sigma/ n^(0.5) and then use this for estimated SE?
    and then use the Var of empirical dstbn for Fn(b) Fn(a)?
    any help is appreciated as I don't know which road to take.







    Last edited by farmeruser1; February 10th 2013 at 06:44 AM.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor
    Joined
    Sep 2012
    From
    Australia
    Posts
    3,802
    Thanks
    660

    Re: Finding estimated standard error.

    Hey farmeruser1,

    Can you outline how to calculate theta as a function of your sample?
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. standard error???
    Posted in the Statistics Forum
    Replies: 0
    Last Post: July 8th 2012, 10:21 PM
  2. estimated standard error
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: June 10th 2009, 04:03 PM
  3. finding asymptotic standard error in matlab or some other tech.
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: February 14th 2009, 03:50 PM
  4. Replies: 0
    Last Post: October 23rd 2008, 08:03 AM
  5. Standard error?
    Posted in the Algebra Forum
    Replies: 6
    Last Post: September 10th 2007, 11:26 AM

Search Tags


/mathhelpforum @mathhelpforum