题目
设总体 X sim N(mu, 3^2),X_1, X_2 是 X 的样本,则下列各式中不是总体参数 mu 的无偏估计量的是(). A. hat(mu) = (1)/(2) X_1 + (1)/(2) X_2B. hat(mu) = (2)/(5) X_1 + (3)/(5) X_2C. hat(mu) = (1)/(6) X_1 + (5)/(6) X_2D. hat(mu) = (1)/(3) X_1 + (1)/(3) X_2
设总体 $X \sim N(\mu, 3^2)$,$X_1, X_2$ 是 $X$ 的样本,则下列各式中不是总体参数 $\mu$ 的无偏估计量的是().
- A. $\hat{\mu} = \frac{1}{2} X_1 + \frac{1}{2} X_2$
- B. $\hat{\mu} = \frac{2}{5} X_1 + \frac{3}{5} X_2$
- C. $\hat{\mu} = \frac{1}{6} X_1 + \frac{5}{6} X_2$
- D. $\hat{\mu} = \frac{1}{3} X_1 + \frac{1}{3} X_2$
题目解答
答案
为了确定哪个选项中的估计量不是总体参数$\mu$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$\mu$。一个估计量$\hat{\mu}$是$\mu$的无偏估计量,如果$E(\hat{\mu}) = \mu$。
已知总体$X \sim N(\mu, 3^2)$,样本$X_1$和$X_2$也是正态分布的,均值为$\mu$,方差为$3^2$。因此,$E(X_1) = \mu$和$E(X_2) = \mu$。
让我们评估每个选项:
**选项A: $\hat{\mu} = \frac{1}{2}X_1 + \frac{1}{2}X_2$**
\[
E(\hat{\mu}) = E\left(\frac{1}{2}X_1 + \frac{1}{2}X_2\right) = \frac{1}{2}E(X_1) + \frac{1}{2}E(X_2) = \frac{1}{2}\mu + \frac{1}{2}\mu = \mu
\]
因此,$\hat{\mu} = \frac{1}{2}X_1 + \frac{1}{2}X_2$是$\mu$的无偏估计量。
**选项B: $\hat{\mu} = \frac{2}{5}X_1 + \frac{3}{5}X_2$**
\[
E(\hat{\mu}) = E\left(\frac{2}{5}X_1 + \frac{3}{5}X_2\right) = \frac{2}{5}E(X_1) + \frac{3}{5}E(X_2) = \frac{2}{5}\mu + \frac{3}{5}\mu = \mu
\]
因此,$\hat{\mu} = \frac{2}{5}X_1 + \frac{3}{5}X_2$是$\mu$的无偏估计量。
**选项C: $\hat{\mu} = \frac{1}{6}X_1 + \frac{5}{6}X_2$**
\[
E(\hat{\mu}) = E\left(\frac{1}{6}X_1 + \frac{5}{6}X_2\right) = \frac{1}{6}E(X_1) + \frac{5}{6}E(X_2) = \frac{1}{6}\mu + \frac{5}{6}\mu = \mu
\]
因此,$\hat{\mu} = \frac{1}{6}X_1 + \frac{5}{6}X_2$是$\mu$的无偏估计量。
**选项D: $\hat{\mu} = \frac{1}{3}X_1 + \frac{1}{3}X_2$**
\[
E(\hat{\mu}) = E\left(\frac{1}{3}X_1 + \frac{1}{3}X_2\right) = \frac{1}{3}E(X_1) + \frac{1}{3}E(X_2) = \frac{1}{3}\mu + \frac{1}{3}\mu = \frac{2}{3}\mu
\]
由于$E(\hat{\mu}) = \frac{2}{3}\mu \neq \mu$,$\hat{\mu} = \frac{1}{3}X_1 + \frac{1}{3}X_2$不是$\mu$的无偏估计量。
因此,正确答案是$\boxed{D}$。