ABSTRACT
This chapter introduces some of the principles involved with sampling and estimation theories. Estimation theory can be found at the heart of many electronic signal processing systems designed to extract information; these systems include radar, sonar, speech, image, communications, control and seismology. The standard deviation of a sampling distribution of mean values is called the standard error of the means. Parameters such as the mean or the standard deviation of a sampling distribution are called sampling statistics. An estimate of a population parameter, such as mean or standard deviation, based on a single number is called a point estimate. An estimate of a population parameter given by two numbers between which the parameter may be considered to lie is called an interval estimate. The methods used to estimate the population mean and standard deviation rely on a relatively large sample size, usually taken as 30 or more.
