设X1,X2,...Xn取自总体X的样本,总体X在(θ-1,θ)上服从均匀分布,证明...答:令Y=Z+1/(n+1),其中Z=max(x1,x2...xn),要说明Y是θ的无偏估计量,,就是要说明E(Y)=θ.显然Z的分布函数是P(Z<=z)=P(X1<=z,...Xn<=z)=P(X1<=z)^n.对之求导,得到Z的密度函数,f(z)=n*(z-(θ-1))^(n-1),当θ-1<=z<=θ;其余为0..积分求出Z的期望E(Z)=n/...
设X服从N(0,1),(X1,X2,X3,X4,X5,X6)为来自总体X的简单随机样本,答:)设X服从N(0,1),(X1,X2,X3,X4,X5,X6)为来自总体X的简单随机样本, Y=(X1+X2+X3+)^2+(...而1/√3(X1+X1+X3)~N(0,1);1/√3(X4+X5+X6)~N(0,1)则[1/√3(X1+X1+X3)]^2+[1