题目
10.设总体X服从区间[θ,2θ]上的均匀分布,-|||-其中θ为未知参数,X1,X2,···,Nn是来自X的一个-|||-样本, overline (X)=dfrac (1)(n)sum _(i=1)^n(X)_(i),-|||-(1)统计量X是否为θ的无偏估计量?为什么?-|||-(2)记 hat (theta )=aoverline (X), 试确定常数a,使θ是θ的无偏-|||-估计量.

题目解答
答案

解析
步骤 1:计算总体X的期望
由于X服从区间[θ,2θ]上的均匀分布,其概率密度函数为
$$
f(x) = \frac{1}{2\theta - \theta} = \frac{1}{\theta}, \quad \theta \leq x \leq 2\theta
$$
总体X的期望为
$$
E(X) = \int_{\theta}^{2\theta} x \cdot \frac{1}{\theta} dx = \frac{1}{\theta} \int_{\theta}^{2\theta} x dx = \frac{1}{\theta} \left[ \frac{x^2}{2} \right]_{\theta}^{2\theta} = \frac{1}{\theta} \left( \frac{(2\theta)^2}{2} - \frac{\theta^2}{2} \right) = \frac{1}{\theta} \left( 2\theta^2 - \frac{\theta^2}{2} \right) = \frac{3\theta}{2}
$$
步骤 2:判断$\overline{X}$是否为θ的无偏估计量
样本均值$\overline{X}$的期望为
$$
E(\overline{X}) = E\left( \frac{1}{n} \sum_{i=1}^{n} X_i \right) = \frac{1}{n} \sum_{i=1}^{n} E(X_i) = \frac{1}{n} \cdot n \cdot E(X) = E(X) = \frac{3\theta}{2}
$$
由于$E(\overline{X}) = \frac{3\theta}{2} \neq \theta$,所以$\overline{X}$不是θ的无偏估计量。
步骤 3:确定常数a,使$\overrightarrow{\theta} = a\overline{X}$为θ的无偏估计量
要使$\overrightarrow{\theta} = a\overline{X}$为θ的无偏估计量,需要满足$E(\overrightarrow{\theta}) = \theta$,即
$$
E(a\overline{X}) = aE(\overline{X}) = a \cdot \frac{3\theta}{2} = \theta
$$
解得$a = \frac{2}{3}$,此时$\overrightarrow{\theta} = \frac{2}{3}\overline{X}$为θ的无偏估计量。
由于X服从区间[θ,2θ]上的均匀分布,其概率密度函数为
$$
f(x) = \frac{1}{2\theta - \theta} = \frac{1}{\theta}, \quad \theta \leq x \leq 2\theta
$$
总体X的期望为
$$
E(X) = \int_{\theta}^{2\theta} x \cdot \frac{1}{\theta} dx = \frac{1}{\theta} \int_{\theta}^{2\theta} x dx = \frac{1}{\theta} \left[ \frac{x^2}{2} \right]_{\theta}^{2\theta} = \frac{1}{\theta} \left( \frac{(2\theta)^2}{2} - \frac{\theta^2}{2} \right) = \frac{1}{\theta} \left( 2\theta^2 - \frac{\theta^2}{2} \right) = \frac{3\theta}{2}
$$
步骤 2:判断$\overline{X}$是否为θ的无偏估计量
样本均值$\overline{X}$的期望为
$$
E(\overline{X}) = E\left( \frac{1}{n} \sum_{i=1}^{n} X_i \right) = \frac{1}{n} \sum_{i=1}^{n} E(X_i) = \frac{1}{n} \cdot n \cdot E(X) = E(X) = \frac{3\theta}{2}
$$
由于$E(\overline{X}) = \frac{3\theta}{2} \neq \theta$,所以$\overline{X}$不是θ的无偏估计量。
步骤 3:确定常数a,使$\overrightarrow{\theta} = a\overline{X}$为θ的无偏估计量
要使$\overrightarrow{\theta} = a\overline{X}$为θ的无偏估计量,需要满足$E(\overrightarrow{\theta}) = \theta$,即
$$
E(a\overline{X}) = aE(\overline{X}) = a \cdot \frac{3\theta}{2} = \theta
$$
解得$a = \frac{2}{3}$,此时$\overrightarrow{\theta} = \frac{2}{3}\overline{X}$为θ的无偏估计量。