Tentang keberadaan UMVUE dan pilihan penaksir
Mari menjadi sampel acak yang diambil dari N ( θ , θ 2 ) populasi di mana θ ∈ R .(X1,X2,⋯,Xn)(X1,X2,⋯,Xn)(X_1,X_2,\cdots,X_n)N(θ,θ2)N(θ,θ2)\mathcal N(\theta,\theta^2)θ∈Rθ∈R\theta\in\mathbb R Saya mencari UMVUE dari .θθ\theta Densitas sambungan adalah(X1,X2,⋯,Xn)(X1,X2,⋯,Xn)(X_1,X_2,\cdots,X_n) fθ(x1,x2,⋯,xn)=∏i=1n1θ2π−−√exp[−12θ2(xi−θ)2]=1(θ2π−−√)nexp[−12θ2∑i=1n(xi−θ)2]=1(θ2π−−√)nexp[1θ∑i=1nxi−12θ2∑i=1nx2i−n2]=g(θ,T(x))h(x)∀(x1,⋯,xn)∈Rn,∀θ∈Rfθ(x1,x2,⋯,xn)=∏saya=1n1θ2πexp[-12θ2(xsaya-θ)2]=1(θ2π)nexp[-12θ2∑saya=1n(xsaya-θ)2]=1(θ2π)nexp[1θ∑saya=1nxsaya-12θ2∑saya=1nxsaya2-n2]=g(θ,T(x))h(x)∀(x1,⋯,xn)∈Rn,∀θ∈R\begin{align} f_{\theta}(x_1,x_2,\cdots,x_n)&=\prod_{i=1}^n\frac{1}{\theta\sqrt{2\pi}}\exp\left[-\frac{1}{2\theta^2}(x_i-\theta)^2\right] \\&=\frac{1}{(\theta\sqrt{2\pi})^n}\exp\left[-\frac{1}{2\theta^2}\sum_{i=1}^n(x_i-\theta)^2\right] \\&=\frac{1}{(\theta\sqrt{2\pi})^n}\exp\left[\frac{1}{\theta}\sum_{i=1}^n x_i-\frac{1}{2\theta^2}\sum_{i=1}^nx_i^2-\frac{n}{2}\right] \\&=g(\theta,T(\mathbf x))h(\mathbf x)\qquad\forall\,(x_1,\cdots,x_n)\in\mathbb R^n\,,\forall\,\theta\in\mathbb R \end{align} , dengan danh(x)=1.g(θ,T(x))=1(θ2π√)nexp[1θ∑ni=1xi−12θ2∑ni=1x2i−n2]g(θ,T(x))=1(θ2π)nexp[1θ∑i=1nxi−12θ2∑i=1nxi2−n2]g(\theta, T(\mathbf x))=\frac{1}{(\theta\sqrt{2\pi})^n}\exp\left[\frac{1}{\theta}\sum_{i=1}^n x_i-\frac{1}{2\theta^2}\sum_{i=1}^nx_i^2-\frac{n}{2}\right]h(x)=1h(x)=1h(\mathbf x)=1 Di …