统计量与参数估计数学分析.pdfVIP

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如(i)x, x2，2

例1 ⋯，xi.i.dN(μ， σ)

n

$$(\pi_{1},\pi_{2})=(‑\frac{1}{2\sigma^{2}},\frac{\mu}{\sigma^{2}})\quad\pi=(‑\infty,

0)\times(‑\infty,\infty)$$

2

∴ (∑X， ∑X)完备充分统计量

ii

1.X, ...,X2服从N(1+σ2,σ2)

1n

概率函数$c(\sigma^2)h(x)\exp\left\{‑\frac{1}{2\sigma^2}\sumx_i^2+\frac{1+

\sigma^2}{\sigma^2}\sumx_i\right\}$

$$=c(\sigma^{2})h^{*}(x)exp\left\{\underbrace{‑\frac{1}{2\sigma^{2}}}_{\pi_{i}}