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確認テスト基礎編 1.10 (標準) 最尤推定量の評価

Posted at

方針

  • (a) 標本平均の期待値と分散を求める.
  • (b) 指数分布がガンマ分布であること,ガンマ分布が再生性を持つこと,ガンマ分布がカイ二乗分布であることを用いる.これらは7.7の補足説明で言及した.
  • (c) デルタ法を利用する.

答案

確認テスト 基礎編1-24.jpg

参考文献

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