李国安;李穆真;

• 1:宁波大学金融工程系
• 2:密苏里大学统计系

摘要(Abstract)：

在相关文献工作的基础上完善指数抽样分布定理.首先导出指数分布样本最大值与样本最小值之差的分布,并证明了样本最大值与样本最小值之差和样本最小值相互独立;然后导出指数分布样本最大值与样本均值之差的分布,并证明了样本最大值与样本均值之差和样本最小值相互独立.从而构造出三个期望之极小方差无偏估计,基于样本均值与样本最小值之差和样本最小值构造出的期望之极小方差无偏估计,恰好是期望之一致最小方差无偏估计;文末,在小样本情景下,对上述三个期望之极小方差无偏估计作了有效性比较.

关键词(KeyWords)： 指数抽样分布定理;样本最大值;差;分布;期望;极小方差无偏估计;有效性

Abstract:

Keywords:

基金项目(Foundation): 宁波大学学科项目(XKL14D2037)

作者(Authors): 李国安;李穆真;

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