(23) (本题满分11分) 设总体X的概率分布为 X P 1 2 3 1?? ???2 ?2 其中???0,1?未知,以Ni表示来自总体X的简单随机样本(样本容量为n)中等于i的个数(i?1,2,3).试求常数a1,a2,a3,使T??aN为?的无偏估计量,并求T的方差.
iii?13【考点】简单随机样本, 估计量的无偏性, 样本均值,样本方差 【难易度】★★★★ 【详解】
解析:N1~B?n,1???,N2~Bn,???2,N3~Bn,?2
?????3?E?T??E??aiNi??a1E?N1??a2E?N2??a3E?N3?
?i?1??a1n?1????a2n????2??a3n??2??na1?n?a2?a1???n?a3?a2??2
因为T是?的无偏估计量,所以E?T???即得
?na1?0??n?a2?a1??1 ?n?a?a??032???a1?0?1?整理得到?a2?
n?1?a?3?n?所以统计量T?0?N1?1111N2??N3???N2?N3????n?N1? nnnn111?1?1D?T??D???n?N1???2D?n?N1??2D?N1??2?n??1???????1????
nnn?n?n
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