2.24判别下列分布族的完备性:
(1) P o i s s o n Poisson Poisson分布族。
参考答案:
对于 P o i s s o n Poisson Poisson分布族
{ p λ ( x ) = λ x x ! e − λ , x = 0 , 1 , 2 , ⋯ , λ > 0 } \{p_{\lambda}(x)=\frac{\lambda^x}{x!}e^{-\lambda},x=0,1,2,\cdots,\lambda>0\} {pλ(x)=x!λxe−λ,x=0,1,2,⋯,λ>0}
设
X = d P ( λ ) X\stackrel{d}{=}P(\lambda) X=dP(λ)
对 X X X的任一函数 ϕ ( X ) \phi(X) ϕ(X)满足
E λ ϕ ( X ) = ∑ x = 0 ∞ ϕ ( x ) λ x x ! e − λ = 0 , ∀ λ > 0 E_{\lambda}\phi(X)=\sum\limits_{x=0}^{\infty}\phi(x)\frac{\lambda^x}{x!}e^{-\lambda}=0,\forall\lambda>0 Eλϕ(X)=x=0∑∞ϕ(x)x!λxe−λ=0,∀λ>0
可推出
∑ x = 0 ∞ ϕ ( x ) λ x x ! = 0 , ∀ λ > 0 \sum\limits_{x=0}^{\infty}\phi(x)\frac{\lambda^x}{x!}=0,\forall\lambda>0 x=0∑∞ϕ(x)x!λx=0,∀λ>0
因为当 x = 0 , 1 , 2 , ⋯ , λ > 0 x=0,1,2,\cdots,\lambda>0 x=0,1,2,⋯,λ>0时,
λ x x ! > 0 \frac{\lambda^x}{x!}>0 x!λx>0
所以
ϕ ( x ) = 0 , a . s . P λ \phi(x)=0,a.s.P_{\lambda} ϕ(x)=0,a.s.Pλ
即
P λ ( ϕ ( X ) = 0 ) = 1 , ∀ λ > 0 P_{\lambda}(\phi(X)=0)=1,\forall\lambda>0 Pλ(ϕ(X)=0)=1,∀λ>0
因此, P o i s s o n Poisson Poisson分布族完备。
(2)几何分布族 { P θ ( X = k ) = ( 1 − θ ) θ k − 1 , k = 1 , 2 , ⋯ } \{P_{\theta}(X=k)=(1-\theta)\theta^{k-1},k=1,2,\cdots\} {Pθ(X=k)=(1−θ)θk−1,k=1,2,⋯} θ ∈ ( 0 , 1 ) \theta\in(0,1) θ∈(0,1)
参考答案:
对于几何分布族
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\{p_{\theta}(x)=(1-\theta)\theta^{x-1},x=1,2,\cdots\}
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设 X X X服从该几何分布
对 X X X的任一函数 ϕ ( X ) \phi(X) ϕ(X)满足
E θ ϕ ( X ) = ∑ x = 1 ∞ ϕ ( x ) ( 1 − θ ) θ x − 1 = 0 , E_{\theta}\phi(X)=\sum\limits_{x=1}^{\infty}\phi(x)(1-\theta)\theta^{x-1}=0, Eθϕ(X)=x=1∑∞ϕ(x)(1−θ)θx−1=0, ∀ θ ∈ ( 0 , 1 ) \forall\theta\in(0,1) ∀θ∈(0,1)
可推出
∑ x = 1 ∞ ϕ ( x ) θ x − 1 = 0 , ∀ θ ∈ ( 0 , 1 ) \sum\limits_{x=1}^{\infty}\phi(x)\theta^{x-1}=0,\forall\theta\in(0,1) x=1∑∞ϕ(x)θx−1=0,∀θ∈(0,1)
因为当 x = 1 , 2 , ⋯ , θ ∈ ( 0 , 1 ) x=1,2,\cdots,\theta\in(0,1) x=1,2,⋯,θ∈(0,1)时,
θ x − 1 > 0 \theta^{x-1}>0 θx−1>0
所以
ϕ ( x ) = 0 , a . s . P θ \phi(x)=0,a.s.P_{\theta} ϕ(x)=0,a.s.Pθ
即
P θ ( ϕ ( X ) = 0 ) = 1 , ∀ θ ∈ ( 0 , 1 ) P_{\theta}(\phi(X)=0)=1,\forall\theta\in(0,1) Pθ(ϕ(X)=0)=1,∀θ∈(0,1)
因此,该几何分布族完备。
(2)'几何分布族 { P θ ( X = k ) = θ ( 1 − θ ) k , k = 0 , 1 , 2 , ⋯ } \{P_{\theta}(X=k)=\theta(1-\theta)^{k},k=0,1,2,\cdots\} {Pθ(X=k)=θ(1−θ)k,k=0,1,2,⋯} θ ∈ ( 0 , 1 ) \theta\in(0,1) θ∈(0,1)
参考答案:
对于几何分布族
{ p θ ( x ) = θ ( 1 − θ ) x , x = 0 , 1 , 2 , ⋯ , } \{p_{\theta}(x)=\theta(1-\theta)^{x},x=0,1,2,\cdots,\} {pθ(x)=θ(1−θ)x,x=0,1,2,⋯,} θ ∈ ( 0 , 1 ) \theta\in(0,1) θ∈(0,1)
设 X X X服从该几何分布
对 X X X的任一函数 ϕ ( X ) \phi(X) ϕ(X)满足
E θ ϕ ( X ) = ∑ x = 0 ∞ ϕ ( x ) θ ( 1 − θ ) x = 0 , E_{\theta}\phi(X)=\sum\limits_{x=0}^{\infty}\phi(x)\theta(1-\theta)^{x}=0, Eθϕ(X)=x=0∑∞ϕ(x)θ(1−θ)x=0, ∀ θ ∈ ( 0 , 1 ) \forall\theta\in(0,1) ∀θ∈(0,1)
可推出
∑ x = 0 ∞ ϕ ( x ) ( 1 − θ ) x = 0 , ∀ θ ∈ ( 0 , 1 ) \sum\limits_{x=0}^{\infty}\phi(x)(1-\theta)^{x}=0,\forall\theta\in(0,1) x=0∑∞ϕ(x)(1−θ)x=0,∀θ∈(0,1)
因为当 x = 0 , 1 , 2 , ⋯ , θ ∈ ( 0 , 1 ) x=0,1,2,\cdots,\theta\in(0,1) x=0,1,2,⋯,θ∈(0,1)时,
( 1 − θ ) x > 0 (1-\theta)^{x}>0 (1−θ)x>0
所以
ϕ ( x ) = 0 , a . s . P θ \phi(x)=0,a.s.P_{\theta} ϕ(x)=0,a.s.Pθ
即
P θ ( ϕ ( X ) = 0 ) = 1 , ∀ θ ∈ ( 0 , 1 ) P_{\theta}(\phi(X)=0)=1,\forall\theta\in(0,1) Pθ(ϕ(X)=0)=1,∀θ∈(0,1)
因此,该几何分布族完备。
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