# 总体样本方差的无偏估计样本方差为什么除以n-1

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### 1）基本概念

$E(X_{i})=E(X)=\mu$

$D(X_{i})=D(X)=\sigma ^{2}$

$D(X_{i}+X_{j})=D(X_{i})+D(X_{j})+2Cov(X_{i},X_{j})=D(X_{i})+D(X_{j})=2\sigma ^{2}$

$D(aX_{i})=a^{2}D(X_{i}),a$为常数。

$D(X)=E(X^2)-E^2(X)$

### 3）样本均值的无偏估计

....依此类推...

$x_{ij}$表示第$j$次随机从从本$X_{i}$获取一个个体。

$E(\hat{\mu})=\frac{1}{m}(\hat{\mu}_{1}+\hat{\mu}_{2}+...+\hat{\mu}_{m})$

$=\frac{1}{n}(\frac{x_{11}+x_{12}+...+x_{1m}}{m}+\frac{x_{21}+x_{22}+...+x_{2m}}{m}+...+\frac{x_{n1}+x_{n2}+...+x_{nm}}{m})$

$=\frac{1}{n}(E(X_{1})+E(X_{2})+...+E(X_{n}))$

$=\frac{1}{n}(n*\mu )$

$=\mu$

$E(\bar{X})=E(\frac{1}{n}\sum_{i=1}^{n}X_{i} )=\frac{1}{n}\sum_{i=1}^{n}E(X_{i})=\mu$

$D(\bar X)=D(\frac{1}{n}\sum_{i=1}^{n}X_{i})$

$=\frac{1}{n^2}D(\sum_{i=1}^{n}X_{i})$

$=\frac{n\sigma ^2}{n^2}=\frac{\sigma ^2}{n}$

### 4）样本方差的无偏估计

$E(S^2)=E(\frac{1}{n-1}\sum_{i=1}^{n}(X_{i}-\bar{X})^2)=\sigma ^2$

$E(X_{i})=E(X)=\mu$

$D(X_{i})=D(X)=\sigma ^{2}$

$Cov(X_{i}X{j})=0,i\neq j$

$D(X_{i}+X_{j})=D(X_{i})+D(X_{j})=2\sigma ^{2},i\neq j$

$D(X)=\sigma ^{2}=E(X^2)-E(X)^2=E(X^2)-\mu^2$

${\color{Red} E(\bar{X})=\mu}$

${\color{Red} D(\bar X)=\frac{\sigma ^2}{n}}$

$E(S^{2})=E(\frac{1}{n-1}\sum_{i=1}^{n}(X_{i}-\bar{X})^{2})=\frac{1}{n-1}E(\sum_{i=1}^{n}X_{i}^2-n \bar{X}^{2})$

$=\frac{1}{n-1}(\sum_{i=1}^{n}E(X_{i}^2)-nE(\bar{X}^{2}) )$

$=\frac{1}{n-1}(\sum_{i=1}^{n}[D(X_{i})+E^2(X_{i})]-n[D(\bar{X})+E^{2}(\bar{X}) ])$

$=\frac{1}{n-1}(\sum_{i=1}^{n}[\sigma ^2+\mu^2]-n[\frac{1}{n}\sigma ^2+\mu^{2} ])=\sigma ^2$

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$E(S^{2})=E(\frac{1}{n}\sum_{i=1}^{n}(X_{i}-\mu)^{2})$

$=\frac{1}{n}\sum_{i=1}^{n}E[(X_{i}-\mu)^{2}]$

$=\frac{1}{n}\sum_{i=1}^{n}[E(X_{i}^2)-2\mu E(X_{i})+\mu^{2}]$

$=\frac{1}{n}\sum_{i=1}^{n}[E(X_{i}^2)-\mu^{2}]$

$=\frac{1}{n}\sum_{i=1}^{n}[\sigma^2+\mu^2-\mu^{2}]$

$=\sigma^{2}$

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