作者h29479341 (FLY)
看板Statistics
标题[问题] 97政大数统
时间Fri Feb 10 23:47:15 2012
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1.Let X1,X2,.....,Xn be a random sample from EXP(Θ,η) ,
and let Zi=(Xi-η)/Θ
Find the BLUEs (Best Linear Unbiased Estimator) for Θ andη .
2.Consider a random sample of size n form a population with pdf:
f(x)=p(1-P)^(x-1), 0<p<1 x=1,2,3...
b)Show that (ΣXi/n-1)/(ΣXi/n)^2 converges in probability to p(X=2)
(机率收敛有没有类似MLE的不变性)
c)Find the asymptotic distribution of (ΣXi/n-1)/(ΣXi/n)^2
ΣXi/n=bar(Xn)
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