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上小学 · 2023年03月26日

四个问题解题思路与讲义88页不一致,不明白区别。

NO.PZ2020010304000035

问题如下:

An experiment yields the following data:

It is hypothesized that the data comes from a uniform ditribution, U(0, b).

a. Calculate the sample mean and variance.

b. What are the unbiased estimators of the mean and variance?

c. Calculate the b in U(0, b) using the formula for the mean of a uniform distribution and the value of the unbiased sample mean found in part b.

d. Calculate the b in U(0, b) using the formula for the variance of a uniform distribution and the value of the unbiased sample variance found in part b.

解释:

a. Use the standard formual to get the sample variance(here, n=15)

μ=n1i=1nXi=0.39\mu = n^{-1}\sum_{i=1}^{n}X_i =0.39

σ2=n1i=1n(Xiμ)2=0.08\sigma^2 = n^{-1}\sum_{i=1}^{n}{(X_i-\mu)}^2 =0.08

b.The sample mean is already unbiased.

For the variance:

s2=nσ2/(n1)=150.080/14=0.086s^2=n\sigma^2/(n-1) =15*0.080/14=0.086

c.The mean for a U(a,b) distribution is given as:

μ=(a+b)/2

0.385=(0+b)/2

b=0.77

d. The variance for a U(a,b) distribution is given as:

σ2=(ba)2/12\sigma^2=(b-a)^2/12

0.086=b2/120.086=b^2/12

b=1.016b=1.016

样本均值应等于A加B然后除以2;无偏均值就是该均值。样本方差等于B减去A 平方然后除以12。解题公式不知道什么意思。最后两问不知道在说什么。均匀分布到底应该怎么计算?谢谢。尤其是最后两个问题在说什么。感觉均匀分布前提和适用场景特别不清楚。烦请详细说明,谢谢

1 个答案

DD仔_品职助教 · 2023年03月26日

嗨,爱思考的PZer你好:


同学你好,

这题就是简单的带公式,一点也不复杂,只要知道正确的公式代入数据就能得出答案:


a问求这组数据的样本均值和样本方差,均值很简单就是所有数据相加之和除个数,等于0.3853,约等于0.39。

样本方差=每个数据减去均值之后进行平方,加总这些平方之后除n-1,也就是14,得出方差=0.08


b求的是总体方差的无偏估计(Unbiased estimator),我们一般用样本方差(sample variance)的变形,作为总体方差的无偏估计:

unbiased estimator, s^2=σ^2 * n /(n−1)=15∗0.080/14=0.086

公式在讲义131页,如下图:


cd问求的是是均匀分布的均值和方差,这个可以参考基础班讲义P88

c问已知分布是U(0, b),利用均值求b,用到的是第一个公式,a=0

均值=(a+b)/2

0.385=(0+b)/2

b=0.77


d问已知分布是U(0, b),利用方差求b,用到的是第二个公式,a=0

方差=(b−a)^2/12

0.086=(b-0)^2/12

b=1.016

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

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2024-05-13 15:24 1 · 回答

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