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6.11 (標準) 最尤推定5,推定量の評価4,デルタ法2

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方針

(1)はパラメータpを変換して新しくできたパラメータthetaの最尤推定量と不偏推定量を求める問題.
まずpの最尤推定量を求めてから,それを変換すればthetaの最尤推定量になる.不偏推定量はE[X]=p, Var(X)=np(1-p)よりXとX^2の項から成ることは明らかなので,係数をa,bとおいて連立方程式を導く.

(2)は漸近分布が一致することを示す.デルタ法とスラツキーの定理を利用する.

答案

6. 2周目-26.jpg
6. 2周目-27.jpg

参考文献

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