2.设总体X:N(μ,σ²),X_(1),X_(2),X_(3),X_(4)为来自总体X的一个样本,则下列是μ的无偏估计量为()A. hat(mu)=(1)/(4)(X_(1)+X_(2)+X_(3)+X_(4))B. hat(mu)=(1)/(5)X_(1)+(1)/(5)X_(2)+(1)/(5)X_(3)C. hat(mu)=(1)/(6)X_(1)+(2)/(6)X_(2)D. hat(mu)=(1)/(2)X_(1)
A. $\hat{\mu}=\frac{1}{4}(X_{1}+X_{2}+X_{3}+X_{4})$
B. $\hat{\mu}=\frac{1}{5}X_{1}+\frac{1}{5}X_{2}+\frac{1}{5}X_{3}$
C. $\hat{\mu}=\frac{1}{6}X_{1}+\frac{2}{6}X_{2}$
D. $\hat{\mu}=\frac{1}{2}X_{1}$
题目解答
答案
解析
无偏估计量的核心在于其期望值等于被估计的参数。本题中,总体均值μ的无偏估计量需满足$E(\hat{\mu}) = \mu$。解题的关键是验证每个选项的期望是否等于μ,需注意样本系数之和是否为1,这是保证无偏性的必要条件。
选项分析
选项A
$\hat{\mu} = \frac{1}{4}(X_1 + X_2 + X_3 + X_4)$
系数和为1,且每个样本均值的期望为μ:
$E\left(\frac{1}{4}(X_1 + X_2 + X_3 + X_4)\right) = \frac{1}{4}(E(X_1) + E(X_2) + E(X_3) + E(X_4)) = \frac{1}{4}(4\mu) = \mu$
满足无偏性。
选项B
$\hat{\mu} = \frac{1}{5}X_1 + \frac{1}{5}X_2 + \frac{1}{5}X_3$
系数和为$\frac{3}{5}$,期望为:
$E\left(\frac{1}{5}(X_1 + X_2 + X_3)\right) = \frac{1}{5}(E(X_1) + E(X_2) + E(X_3)) = \frac{3}{5}\mu \neq \mu$
存在偏差。
选项C
$\hat{\mu} = \frac{1}{6}X_1 + \frac{2}{6}X_2$
系数和为$\frac{3}{6} = \frac{1}{2}$,期望为:
$E\left(\frac{1}{6}X_1 + \frac{2}{6}X_2\right) = \frac{1}{6}\mu + \frac{2}{6}\mu = \frac{3}{6}\mu = \frac{1}{2}\mu \neq \mu$
存在偏差。
选项D
$\hat{\mu} = \frac{1}{2}X_1$
系数和为$\frac{1}{2}$,期望为:
$E\left(\frac{1}{2}X_1\right) = \frac{1}{2}\mu \neq \mu$
存在偏差。