题目
7、假设总体Xsim N(mu,sigma^2),mu,sigma未知,X_(1),X_(2)是来自总体X的简单随机样本,则下列统计量中不是未知参数mu的无偏估计的选项是()A. (1)/(3)X_(1)+(2)/(3)X_(2)B. (1)/(4)X_(1)+(3)/(4)X_(2)C. (1)/(3)X_(1)+(1)/(3)X_(2)D. (1)/(2)X_(1)+(1)/(2)X_(2)
7、假设总体$X\sim N(\mu,\sigma^{2})$,$\mu$,$\sigma$未知,$X_{1}$,$X_{2}$是来自总体X的简单随机样本,则下列统计量中不是未知参数$\mu$的无偏估计的选项是()
A. $\frac{1}{3}X_{1}+\frac{2}{3}X_{2}$
B. $\frac{1}{4}X_{1}+\frac{3}{4}X_{2}$
C. $\frac{1}{3}X_{1}+\frac{1}{3}X_{2}$
D. $\frac{1}{2}X_{1}+\frac{1}{2}X_{2}$
题目解答
答案
C. $\frac{1}{3}X_{1}+\frac{1}{3}X_{2}$
解析
本题考查无偏估计的概念及计算。解题思路是根据无偏估计的定义,若统计量$\hat{\theta}$是参数$\theta$的无偏估计,则$E(\hat{\theta}) = \theta$。对于本题,需要分别计算每个选项中统计量的期望,看其是否等于总体均值$\mu$,若不等于$\mu$,则该统计量不是$\mu$的无偏估计。
已知总体$X\sim N(\mu,\sigma^{2})$,$X_{1}$,$X_{2}$是来自总体$X$的简单随机样本,则$E(X_{1}) = E(X_{2}) = \mu$。
- 选项A:计算$E(\frac{1}{3}X_{1}+\frac{2}{3}X_{2})$
根据期望的线性性质$E(aX + bY) = aE(X) + bE(Y)$(其中$a$、$b$为常数,$X$、$Y$为随机变量)可得:
$E(\frac{1}{3}X_{1}+\frac{2}{3}X_{2})=\frac{1}{3}E(X_{1})+\frac{2}{3}E(X_{2})$
将$E(X_{1}) = E(X_{2}) = \mu$代入上式可得:
$\frac{1}{3}\mu+\frac{2}{3}\mu = (\frac{1}{3}+\frac{2}{3})\mu=\mu$
所以$\frac{1}{3}X_{1}+\frac{2}{3}X_{2}$是$\mu$的无偏估计。 - 选项B:计算$E(\frac{1}{4}X_{1}+\frac{3}{4}X_{2})$
同样根据期望的线性性质可得:
$E(\frac{1}{4}X_{1}+\frac{3}{4}X_{2})=\frac{1}{4}E(X_{1})+\frac{3}{4}E(X_{2})$
将$E(X_{1}) = E(X_{2}) = \mu$代入上式可得:
$\frac{1}{4}\mu+\frac{3}{4}\mu = (\frac{1}{4}+\frac{3}{4})\mu=\mu$
所以$\frac{1}{4}X_{1}+\frac{3}{4}XX_{2}$是$\mu$的无偏估计。 - 选项C:计算$E(\frac{1}{3}X_{1}+\frac{1}{3}X_{2})$
根据期望的线性性质可得:
$E(\frac{1}{3}X_{1}+\frac{1}{3}X_{2})=\frac{1}{3}E(X_{1})+\frac{1}{3}E(X_{2})$
将$E(X_{1}) = E(X_{2}) = \mu$代入上式可得:
$\frac{1}{3}\mu+\frac{1}{3}\mu = \frac{2}{3}\mu\neq\mu$
所以$\frac{1}{3}X_{1}+\frac{1}{3}X_{2}$不是$\mu$的无偏估计。 - 选项D:计算$E(\frac{1}{2}X_{1}+\frac{1}{2}X_{2})$
根据期望的线性性质可得:
$E(\frac{1}{2}X_{1}+\frac{1}{2}X_{2})=\frac{1}{2}E(X_{1})+\frac{1}{2}E(X_{2})$
将$E(X_{1}) = E(X_{2}) = \mu$代入上式可得:
$\frac{1}{2}\mu+\frac{1}{2}\mu = (\frac{1}{2}+\frac{1}{2})\mu=\mu$
所以$\frac{1}{2}X_{1}+\frac{1}{2}X_{2}$是$\mu$的无偏估计。