155
Distribution for Estimate
•Parametric: Use
probability theory to derive distribution of estimate
–E.g., estimating the
median
•Normal: sample mean is
normal
•Exponential: sum is
gamma
•Lognormal: log
geometric mean is normal
•Semiparametric:
–Small sample
properties: Conditional distributions based on permutation
–Large sample
properties: Asymptotics