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Stein phenomena
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Stein phenomena
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Stein phenomena
斯坦现象
正态均值用样本均值去估计有很好的性质,因为得到的估计是无偏的,方差是最小的,但这样的结果推广到维正态分布场合会出现意想不到的结果。又称斯坦(Stein)效应。
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