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有效估计
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有效估计
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efficient estimate
有效估计
一致最小方差无偏估计是一种优良估计量,这里的方差到底有多小呢?克拉默-拉奥(Rao-Cramer)在1945~1946年给出了一个无偏估计的方差所不可逾越的下界,亦称克拉默-拉奥不等式或克拉默-拉奥下界,实际上有一些一致最小方差无偏估计未必能达到克拉默-拉奥下界。因此,我们把无偏估计的方差达到克拉默-拉奥下界的估计称之为有效估计。
Mathematics
>数理统计>样本·统计量>释义
efficient estimate
有效估计
efficient estimate
有效估计
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