統計學--極限分配問題 - 高考
By Noah
at 2013-06-15T01:55
at 2013-06-15T01:55
Table of Contents
[考題] 國考歷屆考題與考題觀念討論(書裡看到的選這個)請附上想法、出處
http://dl.ibrain.com.tw/Paper/KP/6864.pdf
題目及高X的詳解
[101高考]
假設X1,X2,...,Xn為一組隨機樣本,且具有以下分配:
f(x;θ)=[1/(θ^2)]x*e^(-(x/θ)) , x > 0
(3) 請由mle之極限分配,導出θ之100(1-α)%信賴區間
高X的詳解之樞紐量為:
︿
θmle-θ d
------------- —→ N(0,1)
θ
----------
(2n)^0.5
並由這個樞紐量導出θ之信賴區間
但我的想法是
因為變異數未知,需要估計
︿ a θ^2
θmle—→N(θ,CRLB = ------)
2n
_
︿ X p ︿
因為θmle=---- —→θ (θmle機率收斂至θ)
2
且
︿
θmle-θ d
------------- —→ N(0,1)
θ
----------
(2n)^0.5
所以由Slutsky's Theorem知,樞紐量為:
︿
θmle-θ d
------------- —→ N(0,1)
_
(X/2)
------------
(2n)^0.5
所以導出的信賴區間為:
_ _ _ _
[(X/2)-Z_(α/2)*X/[(8n)^0.5] , (X/2)+Z_(α/2)*X/[(8n)^0.5]]
不知道到底哪個是對的?
還是兩個都可以?
--
http://dl.ibrain.com.tw/Paper/KP/6864.pdf
題目及高X的詳解
[101高考]
假設X1,X2,...,Xn為一組隨機樣本,且具有以下分配:
f(x;θ)=[1/(θ^2)]x*e^(-(x/θ)) , x > 0
(3) 請由mle之極限分配,導出θ之100(1-α)%信賴區間
高X的詳解之樞紐量為:
︿
θmle-θ d
------------- —→ N(0,1)
θ
----------
(2n)^0.5
並由這個樞紐量導出θ之信賴區間
但我的想法是
因為變異數未知,需要估計
︿ a θ^2
θmle—→N(θ,CRLB = ------)
2n
_
︿ X p ︿
因為θmle=---- —→θ (θmle機率收斂至θ)
2
且
︿
θmle-θ d
------------- —→ N(0,1)
θ
----------
(2n)^0.5
所以由Slutsky's Theorem知,樞紐量為:
︿
θmle-θ d
------------- —→ N(0,1)
_
(X/2)
------------
(2n)^0.5
所以導出的信賴區間為:
_ _ _ _
[(X/2)-Z_(α/2)*X/[(8n)^0.5] , (X/2)+Z_(α/2)*X/[(8n)^0.5]]
不知道到底哪個是對的?
還是兩個都可以?
--
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高考
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