无偏估计+求样本的方差为何除n-1

无偏估计

$$\begin{gathered} f(X_1,X_2,\dots \dots )是g(\theta )的无偏估计 \\ E(f(X_1,X_2,\dots \dots ))=g(\theta ) \end{gathered}$$

样本均值方差的无偏估计

$$\{\begin{array}{ll}\bar{x}=\frac{{\sum }_1^n{x}_i}{n}& 均值，E(\bar{x})=\mu \\ S^2=\frac{{\sum }_1^n(\bar{x}-x_i{)}^2}{n-1}& 方差，E(S^2)={\sigma }^2\end{array}$$

求样本方差为什么除n-1 ?

$$\begin{gathered} 除n-1使样本方差作为总体方差{\sigma }^2的无偏话计量 \\ n-1与自由度https://baike.baidu.com/item/行对应 \end{gathered}$$
$$\begin{gathered} \frac{1}{n}\sum _{i=1}^n(X_i-\bar{X}{)}^2=\frac{1}{n}\sum _{i=1}^n{X}_i^2-{\bar{X}}^2 \\ E(\frac{1}{n}\sum _{i=1}^n(X_i-\bar{X}{)}^2)=E(\frac{1}{n}\sum _{i=1}^n{X}_i^2-{\bar{X}}^2) \\ =E(\frac{1}{n}\sum _{i=1}^n{X}_i^2)-E({\bar{X}}^2) \\ =E(\frac{1}{n}\sum _{i=1}^n{X}_i^2)-(D(\bar{X})+E(\bar{X}{)}^2) \\ =({\sigma }^2+{\mu }^2)-(\frac{{\sigma }^2}{n}+{\mu }^2)=\frac{n-1}{n}{\sigma }^2 \end{gathered}$$

$$E(S^2)=E(\frac{1}{n-1}\sum _{i=1}^n(X_i-\bar{X}{)}^2)={\sigma }^2$$