Xi的平均值就是有簡(jiǎn)單隨機(jī)樣本X1到Xn,
熱心網(wǎng)友
X1,X2,…,Xn是總體X的簡(jiǎn)單隨機(jī)樣本,樣本的平均值X~=(X1+X2+…+Xn)/n,則(X1+X~)/2是總體X數(shù)學(xué)期望的無偏估計(jì),因?yàn)镋[(X1+X~)/2]=[E(X1)+E(X~)]/2=[E(X)+E(X)]/2=E(X).回答你的補(bǔ)充提問:在同樣是無偏估計(jì)量的條件下,方差小的估計(jì)量稱為更有效。利用數(shù)學(xué)期望與方差的運(yùn)算性質(zhì)容易求得:D(X~)=D(X)/n(n是樣本容量),D[(X1+X~)/2]=[(n+3)/(4n)]*D(X)當(dāng)n1時(shí),D(X~)