推 Wei2008:謝謝~~ 12/31 12:27
※ 引述《Wei2008 (Wei)》之銘言：
: http://small.lib.nccu.edu.tw/exam/data/master/ins/ins98.pdf
: 想請問98政大風管所精算組的統計第三題跟第七題名詞解釋的(b)
: 連結如上。
: 3.Let Sn^2 denote the variance of a random sample of size n
: from a distribution that n(u, sigma^2).
: Prove that nSn^2/(n-1) converges stochastically to sigma^2
: 7.Please explain the following items.
: (b)Bayes' solution and minimax estimates
: 謝謝。
_ _
Sn^2=Σ(Xi-X)^2/(n-1) nSn^2/n-1=n(ΣXi^2-nX^2)/(n-1)^2
p
又 ΣXi^2/n → E(X^2)
_ p
ΣXi/n=X → E(X)
n^2/(n-1)^2 → 1
_
=(n^2/(n-1)^2)x(ΣXi^2/n)-(n^2/(n-1)^2)xX^2
=E(X^2)-(E(X))^2
=μ^2+σ^2-μ^2
=σ^2
我自己也不太確定 如果有錯我會自D
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