11矩估计.doc

矩估计 教程 一、1：复习格列纹科定理 2：复习样本矩 二：总体参数的矩估计法 例题： 1：总体服从X～U[0,]上的均匀分布，样本 (n=40) 观察值为 8.14723686393179 9.05791937075619 1.26986816293506 9.13375856139020 6.32359246225410 0.975404049994095 2.78498218867048 5.46881519204984 9.57506835434298 9.64888535199277 1.57613081677548 9.70592781760616 9.57166948242946 4.85375648722841 8.00280468888800 1.41886338627215 4.21761282626275 9.15735525189067 7.92207329559554 9.59492426392903 6.55740699156587 0.357116785741896 8.49129305868777 9.33993247757551 6.78735154857773 7.57740130578334 7.43132468124916 3.92227019534168 6.55477890177557 1.71186687811562 7.06046088019609 0.318328463774207 2.76922984960890 0.461713906311539 0.971317812358476 8.23457828327293 6.94828622975817 3.17099480060861 9.50222048838355 0.344460805029088 求的矩估计值 解答：总体均值，经验分布期望，令 得到为的矩估计值（从统计方案角度讲称的矩估计量），具体到本例题的矩估计值用matlab计算如下 sampleobservation=[8.14723686393179 9.05791937075619 1.26986816293506 9.13375856139020 6.32359246225410 0.975404049994095 2.78498218867048 5.46881519204984 9.57506835434298 9.64888535199277 1.57613081677548 9.70592781760616 9.57166948242946 4.85375648722841 8.00280468888800 1.41886338627215 4.21761282626275 9.15735525189067 7.92207329559554 9.59492426392903 6.55740699156587 0.357116785741896 8.49129305868777 9.33993247757551 6.78735154857773 7.57740130578334 7.43132468124916 3.92227019534168 6.55477890177557 1.71186687811562 7.06046088019609 0.318328463774207 2.76922984960890 0.461713906311539 0.971317812358476 8.23457828327293 6.94828622975817 3.17099480060861 9.50222048838355 0.344460805029088]; estimationvalue=2*mean(sampleobservation) estimationvalue = 11.3459 例题2：正态分布总体均值和方差都未知，样本观察值为，求和的矩估计值 解答：此时需要两个方程构成的方程组才可以求解两个未知量和，我们可以令且得到 （从估计方案角度讲，的估计量为，的估计方案为） 仿真模拟 1: 模拟产生随机数36个 sampleobservation=normrnd(1,0.05,1,36) sampleobservation= 0.978371759423589 0.916720781088095 1.00626661532374 1.01438382101793 0.942676432465927 1.05954577328215 1.05945821008261 0.998118336170334 1.01636461807043 1.00873195714105 0.990664571115928 1.03628952741467 0.9