基于强大数定律的参数估计的评价方法  

Evaluation Methods of Parametric Estimation Based on Strong Law of Large Number

作　　者：刘刚[1] 高文军[1] 吴晓明[1] 

机构地区：[1]沈阳航空工业学院理学院,辽宁沈阳110136

出　　处：《沈阳师范大学学报（自然科学版）》2009年第2期155-157,共3页Journal of Shenyang Normal University:Natural Science Edition

摘　　要：利用强大数定律和切比雪夫不等式对未知参数估计量的2种评价标准作了研究,给出了总体方差的一个无偏估计;分析了相合估计与强相合估计的关系,证明了判别相合估计量的一个命题,指出满足一定条件的最大似然估计具有强相合性。Two evaluations are studied about unknown parametric estimators by using strong law of large number and Chebyshev inequality, an unbiased estimation of population variance is given; the relation between consistency estimation and strong consistency estimation is analyzed, a proposition of judging consistent estimators is proved and maximum likelihood estimator which satisfies some conditions has strong consistency estimation.

关 键 词：切比雪夫不等式 强大数定律 无偏估计 强相合估计 

分 类 号：O212.2[理学—概率论与数理统计]