评价估计量好坏的标准 毕业论文.doc

毕 业 论 文 题 目： 评价估计量好坏的标准 作 者： 指导教师： 职 称： 副教授 院 系： 理学院数学系 专 业： 信息与计算科学 班 级： 2009级班 日 期： 20年月 评价估计量好坏的标准 摘要:未知参数的估计通常有很多种，一个好的估计量应该在多次观测中，其观测值围绕被估计参数的真值摆动。 人们总是希望估计量能代替真实参数，为正确评价估计量，要建立判别估计量好坏的标准.根据不同的要求，评价估计量可以有各种各样的标准。所以，对于一个估计量的优良性进行判别显得尤为重要。本文主要总结估计量优良性的若干判别准则，如无偏性、有效性、一致性、一致最小方差无偏估计、均方误差，这些常见的判别方法被我们所学习和使用，但是都只是在理论上具有可行性，而在实际生活学习和使用中，并没有人对这些常见的判别方法给出实用性的充分证明。通过本文的研究，进一步了解了估计量优良性的一些判别准则，为今后更好地学习与应用估计量打下了基础。 关键词:无偏性;一致性;有效性;一致最小方差无偏估计;均方误差 The evaluation criterion of the criterion of estimation Abstract: estimates of the unknown parameters usually has many kinds, a good estimation should be in multiple observations, the observations on the true values of parameters are estimated to swing. People always want to replace the real parameter estimation, estimation is evaluated correctly, to establish discriminant estimation quality standards. According to different requirements, evaluation estimator can have a variety of standard. So, is very important for a good estimate of the amount of discrimination is. This paper summarizes the estimator optimality criteria, such as unbiasedness, efficiency, consistency, uniformly minimum variance unbiased estimator, mean square error, these common discriminant method is we have to learn and use, but are only is feasible in theory, but in real life, to learn and use, no one of these discriminant and give a practical method of common fully proved. Through this research, the further understanding of the estimator and benign some criteria, for further study and application of estimation of foundation. Keywords: unbiased; consistency; effectiveness; the uniformly minimum variance unbiased estimate; mean square error 目 录 引 言.........................................................................................1 评价估计量好坏的标准.................................................................2