题目
9.设X_(1),X_(2),X_(3)是取自于总体N(mu,1)的样本,问下列估计量hat(mu)_(1)=(1)/(3)X_(1)+(2)/(3)X_(2)-(1)/(3)X_(3),hat(mu)_(2)=(2)/(3)X_(1)-(1)/(3)X_(2)+(2)/(3)X_(3),hat(mu)_(3)=(1)/(3)X_(1)+(1)/(3)X_(2)+(1)/(3)X_(3),hat(mu)_(4)=(1)/(3)X_(1)+(4)/(3)X_(2)-(2)/(3)X_(3)中____为mu的无偏估计量;其中____为最有效的估计量.
9.设$X_{1}$,$X_{2}$,$X_{3}$是取自于总体$N(\mu,1)$的样本,问下列估计量
$\hat{\mu}_{1}=\frac{1}{3}X_{1}+\frac{2}{3}X_{2}-\frac{1}{3}X_{3}$,$\hat{\mu}_{2}=\frac{2}{3}X_{1}-\frac{1}{3}X_{2}+\frac{2}{3}X_{3}$,
$\hat{\mu}_{3}=\frac{1}{3}X_{1}+\frac{1}{3}X_{2}+\frac{1}{3}X_{3}$,$\hat{\mu}_{4}=\frac{1}{3}X_{1}+\frac{4}{3}X_{2}-\frac{2}{3}X_{3}$
中____为$\mu$的无偏估计量;其中____为最有效的估计量.
题目解答
答案
为了确定哪些估计量是$\mu$的无偏估计量,我们需要检查每个估计量的期望值是否等于$\mu$。由于$X_1, X_2, X_3$是取自于总体$N(\mu, 1)$的样本,我们有$E(X_i) = \mu$和$\text{Var}(X_i) = 1$,对于$i = 1, 2, 3$。
让我们检查每个估计量:
1. 对于$\hat{\mu}_1 = \frac{1}{3}X_1 + \frac{2}{3}X_2 - \frac{1}{3}X_3$:
\[
E(\hat{\mu}_1) = \frac{1}{3}E(X_1) + \frac{2}{3}E(X_2) - \frac{1}{3}E(X_3) = \frac{1}{3}\mu + \frac{2}{3}\mu - \frac{1}{3}\mu = \frac{2}{3}\mu
\]
由于$E(\hat{\mu}_1) \neq \mu$,$\hat{\mu}_1$不是$\mu$的无偏估计量。
2. 对于$\hat{\mu}_2 = \frac{2}{3}X_1 - \frac{1}{3}X_2 + \frac{2}{3}X_3$:
\[
E(\hat{\mu}_2) = \frac{2}{3}E(X_1) - \frac{1}{3}E(X_2) + \frac{2}{3}E(X_3) = \frac{2}{3}\mu - \frac{1}{3}\mu + \frac{2}{3}\mu = \mu
\]
由于$E(\hat{\mu}_2) = \mu$,$\hat{\mu}_2$是$\mu$的无偏估计量。
3. 对于$\hat{\mu}_3 = \frac{1}{3}X_1 + \frac{1}{3}X_2 + \frac{1}{3}X_3$:
\[
E(\hat{\mu}_3) = \frac{1}{3}E(X_1) + \frac{1}{3}E(X_2) + \frac{1}{3}E(X_3) = \frac{1}{3}\mu + \frac{1}{3}\mu + \frac{1}{3}\mu = \mu
\]
由于$E(\hat{\mu}_3) = \mu$,$\hat{\mu}_3$是$\mu$的无偏估计量。
4. 对于$\hat{\mu}_4 = \frac{1}{3}X_1 + \frac{4}{3}X_2 - \frac{2}{3}X_3$:
\[
E(\hat{\mu}_4) = \frac{1}{3}E(X_1) + \frac{4}{3}E(X_2) - \frac{2}{3}E(X_3) = \frac{1}{3}\mu + \frac{4}{3}\mu - \frac{2}{3}\mu = \mu
\]
由于$E(\hat{\mu}_4) = \mu$,$\hat{\mu}_4$是$\mu$的无偏估计量。
因此,无偏估计量是$\hat{\mu}_2$,$\hat{\mu}_3$,和$\hat{\mu}_4$。
接下来,我们需要确定这些无偏估计量中哪一个是最有效的。一个估计量的有效性由其方差决定,方差最小的估计量是最有效的。
让我们计算每个无偏估计量的方差:
1. 对于$\hat{\mu}_2 = \frac{2}{3}X_1 - \frac{1}{3}X_2 + \frac{2}{3}X_3$:
\[
\text{Var}(\hat{\mu}_2) = \left(\frac{2}{3}\right)^2 \text{Var}(X_1) + \left(-\frac{1}{3}\right)^2 \text{Var}(X_2) + \left(\frac{2}{3}\right)^2 \text{Var}(X_3) = \frac{4}{9} \cdot 1 + \frac{1}{9} \cdot 1 + \frac{4}{9} \cdot 1 = \frac{9}{9} = 1
\]
2. 对于$\hat{\mu}_3 = \frac{1}{3}X_1 + \frac{1}{3}X_2 + \frac{1}{3}X_3$:
\[
\text{Var}(\hat{\mu}_3) = \left(\frac{1}{3}\right)^2 \text{Var}(X_1) + \left(\frac{1}{3}\right)^2 \text{Var}(X_2) + \left(\frac{1}{3}\right)^2 \text{Var}(X_3) = \frac{1}{9} \cdot 1 + \frac{1}{9} \cdot 1 + \frac{1}{9} \cdot 1 = \frac{3}{9} = \frac{1}{3}
\]
3. 对于$\hat{\mu}_4 = \frac{1}{3}X_1 + \frac{4}{3}X_2 - \frac{2}{3}X_3$:
\[
\text{Var}(\hat{\mu}_4) = \left(\frac{1}{3}\right)^2 \text{Var}(X_1) + \left(\frac{4}{3}\right)^2 \text{Var}(X_2) + \left(-\frac{2}{3}\right)^2 \text{Var}(X_3) = \frac{1}{9} \cdot 1 + \frac{16}{9} \cdot 1 + \frac{4}{9} \cdot 1 = \frac{21}{9} = \frac{7}{3}
\]
方差最小的估计量是$\hat{\mu}_3$,其方差为$\frac{1}{3}$。
因此,最有效的估计量是$\hat{\mu}_3$。
最终答案是:
\[
\boxed{\hat{\mu}_2, \hat{\mu}_3, \hat{\mu}_4; \hat{\mu}_3}
\]