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6.4 (標準) 最尤推定2,推定量の評価1

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方針

推定量の評価について.最尤法,モーメント法,ベイズ法,...などの異なる方法によって得られたパラメータの推定量のうち,どれが最も適切か,という評価基準が必要である.

知ったこと-65.jpg

確率変数の台 (定義域) にパラメータが含まれている場合,尤度関数が微分できずイレギュラーなことになる.その例が一様分布.

答案

6. 2周目-11.jpg
6. 2周目-12.jpg
6. 2周目-13.jpg

参考文献

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