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一致最小方差无偏估计
释义
一致最小方差无偏估计
Encyclopedia
理学
参数估计
释
uniformly minimum variance unbiased estimate; UMVUE
一致最小方差无偏估计
无偏估计是估计量优良性的一种,即估计量在平均意义下要等于被估参数,但仅有无偏性是不够的,还需要在估计方差上有所要求,也就是说方差要尽量地小。因此,一致最小方差无偏估计就成了强于无偏估计的一种优良估计量。
Mathematics
>数理统计>样本·统计量>释义
uniformly minimum variance unbiased estimate
一致最小方差无偏估计
UMVUE
= uniformly minimum variance unbiased estimate
一致最小方差无偏估计
†
uniformly minimum variance unbiased estimate
一致最小方差无偏估计
†
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