Title page for 89221008


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Student Number 89221008
Author Feng-Bo Guan(馮博冠)
Author's Email Address No Public.
Statistics This thesis had been viewed 1782 times. Download 788 times.
Department Mathematics
Year 2001
Semester 2
Degree Master
Type of Document Master's Thesis
Language zh-TW.Big5 Chinese
Title Parameter Estimations of Condition Gaussian Distribution Given Bernoulli Distribution
Date of Defense 2002-06-05
Page Count 28
Keyword
  • 統計量
  • Abstract Abstract
    The sample mean and sample variance of a Gaussian distribution have the following nice statistical properties:(1)both are sufficient,(2)they are independent,
    (3)sample mean is m.l.e., UMVUE, and method of momemt estimator,(4)sample variance is m.l.e.,method of moment estimator and UMVUE if multiplied by a constant,
    (5)both estimators have variances achieve the Cramer-Rao lower bound,(6)both estimators are asymptotically efficient.Based on sample obtianed from the
    conditional Gaussian distribution given Bernoulli distribution,we study conditional sample mean and conditional sample variance and check if they also have
    the above statistical properties.
    Table of Content           目 錄
    第一節 簡界 ...................................1
    第二節 相關係數 ...............................3
    第三節 信息 ...................................6
    第四節 Cramer-Rao 不等式 .....................10
    第五節 Likelihood 函數及充分性 ...............12
    第六節 MLE及動差估計法之有效性 ...............13
    第七節 不偏性 ................................17
    第八節 獨立性 ................................19
    第九節 結論 ..................................22
    參考資料 .....................................23
    Reference [1] 陳妙盈(1994). 兩母体含常態及二項變異數之模型的參數估計論.
    中央大學碩士論文.
    [2] Bickel,P. and Doksum,K.A.(2001).Mathematical Statistics,Vol1,
    2nd ed.,Prentice Hall.
    [3] Casella,G. and Berger,R.L.(2002).Statistical Inference,
    2nd ed.,Duxbury.
    [4] Lehmann,E.L. and Casella,G.(1998). Theory of Point Estimation,
    2nd ed.,Springer.
    Advisor
  • Yu-Sheng Hsu(許玉生)
  • Files
  • 89221008.pdf
  • approve immediately
    Date of Submission 2002-07-02

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