大二下：概率论与数理统计复习 6.参数估计之实例演战

大二下：概率论与数理统计复习 导航页：https://blog.csdn.net/COCO56/article/details/100152856

1.

$设X的分布律如下表，其中0<\theta <\frac{1}{2},未知。$

X	0	1	2	3
$p_k$	${\theta }^2$	$2\theta (1-\theta )$	${\theta }^2$	$1-2\theta$

$现抽取了容量为9的样本，样本之中有1个0、4个1、1个2、3个3（此描述等价于x_1=0,x_2=x_3=x_4=x_5=1,x_6=2,x_7=x_8=x_9=3）.$
$求\theta 的距估计和最大似然估计$
$解：$

1. $\mu =E(X)=0\times {\theta }^2+1\times 2\theta (1-\theta )+2{\theta }^2+3(1-2\theta )=3-4\theta$
   $令\mu =3-4\theta =\overline{X}，解得矩估计量\hat{\theta }=\frac{3-\overline{X}}{4};$
   $这里，\overline{X}=\frac{1\times 0+4\times 1\times 2+3\times 3}{9}=\frac{5}{3}，故\theta 的矩估计值为\hat{\theta }=\frac{3-\frac{5}{3}}{4}=\frac{1}{3}$
2. $似然函数L(\theta )={\theta }^2\times [2\theta (1-\theta ){]}^4\times {\theta }^2\times (1-2\theta {)}^3=16{\theta }^8(1-\theta {)}^4(1-2\theta {)}^3$
   $取对数\ln L(\theta )=\ln 16+8\ln \theta +4\ln (1-\theta )+3\ln (1-2\theta ).$
   $令\frac{d}{d\theta }\ln L(\theta )=0+\frac{8}{\theta }-\frac{4}{1-\theta }-\frac{6}{1-2\theta }$
   $=\frac{2}{\theta (1-\theta )(1-2\theta )}(4-17\theta +15{\theta }^2)$
   $=\frac{2}{\theta (1-\theta )(1-2\theta )}(3\theta -1)(5\theta -4)\widehat{=}0$
   $解得{\hat{\theta }}_1=\frac{1}{3},{\hat{\theta }}_2=\frac{4}{5}（舍去）。最大似然估计值为\hat{\theta }=\frac{1}{3}$

2.

$设X的分布律如下表，其中0<\theta <1,未知.$

X	1	2	3
$p_k$	${\theta }^2$	$2\theta (1-\theta )$	$(1-\theta {)}^2$

$现抽取了样本x_1=1,x_2=2,x_3=1.$
$求\theta 的矩估计值和最大似然估计值。$
$解：$

1. $\mu =E(x)=1\times {\theta }^2+2\times 2\theta (1-\theta )+3\times (1-\theta {)}^2=3-2\theta ;$
   $令\mu =3-2\theta =\overline{X},解得矩估计量\hat{\theta }=\frac{3-\overline{X}}{2}.$
   $这里\overline{X}=\frac{1+2+1}{3}=\frac{4}{3},故\theta 的矩估计值为\hat{\theta }=\frac{3-\frac{4}{3}}{2}=\frac{5}{6}.$
2. $似然函数L(\theta )=P(x_1=1)\times P(x_2=2)\times P(x_3=1)={\theta }^2\times 2\theta (1-\theta )\times {\theta }^2=2{\theta }^5(1-\theta )$
   $取对数\ln L(\theta )=\ln 2+5\ln \theta +\ln (1-\theta ).$
   $令\frac{d}{d\theta }\ln L(\theta )=0+\frac{5}{\theta }-\frac{1}{1-\theta }=\frac{5-6\theta }{\theta (1-\theta )}$
   $解得最大似然估计值为\hat{\theta }=\frac{5}{6}$