题目
求指导本题解题过程,谢谢您!(y)7.设X1,X2是从正态总体N(μ,σ^2 )中抽取的样本,有以下统计量:-|||-(hat {mu )}_(1)=dfrac (2)(3)(X)_(1)+dfrac (1)(3)(X)_(2) ; hat (mu )_(2)=dfrac (1)(4)(X)_(1)+dfrac (3)(4)(X)_(2) ; (hat {mu )}_(3)=dfrac (1)(2)(X)_(1)+dfrac (1)(2)(X)_(2).-|||-试证μ1,μ2,μ3都是μ的无偏估计量,并求出每一估计量的方差.
求指导本题解题过程,谢谢您!

题目解答
答案

解析
步骤 1:计算期望值
对于每个估计量,我们首先计算其期望值。由于X1和X2是从正态总体N(μ,σ^2)中抽取的样本,因此E(X1) = E(X2) = μ。
步骤 2:计算μ1的期望值
E(μ1) = E(2/3X1 + 1/3X2) = 2/3E(X1) + 1/3E(X2) = 2/3μ + 1/3μ = μ
步骤 3:计算μ2的期望值
E(μ2) = E(1/4X1 + 3/4X2) = 1/4E(X1) + 3/4E(X2) = 1/4μ + 3/4μ = μ
步骤 4:计算μ3的期望值
E(μ3) = E(1/2X1 + 1/2X2) = 1/2E(X1) + 1/2E(X2) = 1/2μ + 1/2μ = μ
步骤 5:计算方差
对于每个估计量,我们计算其方差。由于X1和X2是从正态总体N(μ,σ^2)中抽取的样本,因此Var(X1) = Var(X2) = σ^2。
步骤 6:计算μ1的方差
Var(μ1) = Var(2/3X1 + 1/3X2) = (2/3)^2Var(X1) + (1/3)^2Var(X2) = 4/9σ^2 + 1/9σ^2 = 5/9σ^2
步骤 7:计算μ2的方差
Var(μ2) = Var(1/4X1 + 3/4X2) = (1/4)^2Var(X1) + (3/4)^2Var(X2) = 1/16σ^2 + 9/16σ^2 = 10/16σ^2 = 5/8σ^2
步骤 8:计算μ3的方差
Var(μ3) = Var(1/2X1 + 1/2X2) = (1/2)^2Var(X1) + (1/2)^2Var(X2) = 1/4σ^2 + 1/4σ^2 = 1/2σ^2
对于每个估计量,我们首先计算其期望值。由于X1和X2是从正态总体N(μ,σ^2)中抽取的样本,因此E(X1) = E(X2) = μ。
步骤 2:计算μ1的期望值
E(μ1) = E(2/3X1 + 1/3X2) = 2/3E(X1) + 1/3E(X2) = 2/3μ + 1/3μ = μ
步骤 3:计算μ2的期望值
E(μ2) = E(1/4X1 + 3/4X2) = 1/4E(X1) + 3/4E(X2) = 1/4μ + 3/4μ = μ
步骤 4:计算μ3的期望值
E(μ3) = E(1/2X1 + 1/2X2) = 1/2E(X1) + 1/2E(X2) = 1/2μ + 1/2μ = μ
步骤 5:计算方差
对于每个估计量,我们计算其方差。由于X1和X2是从正态总体N(μ,σ^2)中抽取的样本,因此Var(X1) = Var(X2) = σ^2。
步骤 6:计算μ1的方差
Var(μ1) = Var(2/3X1 + 1/3X2) = (2/3)^2Var(X1) + (1/3)^2Var(X2) = 4/9σ^2 + 1/9σ^2 = 5/9σ^2
步骤 7:计算μ2的方差
Var(μ2) = Var(1/4X1 + 3/4X2) = (1/4)^2Var(X1) + (3/4)^2Var(X2) = 1/16σ^2 + 9/16σ^2 = 10/16σ^2 = 5/8σ^2
步骤 8:计算μ3的方差
Var(μ3) = Var(1/2X1 + 1/2X2) = (1/2)^2Var(X1) + (1/2)^2Var(X2) = 1/4σ^2 + 1/4σ^2 = 1/2σ^2