ch4 - Ch u ong 4 U OC L U . ONG THAM S O C UA D A . I L U ....

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Unformatted text preview: Ch u ong 4 U OC L U . ONG THAM S O C UA D A . I L U . ONG NG AU NHI EN Gi a s u da . i l u o . ng ng au nhi en X co tham s o ch ua bi et. U oc l u o . ng tham s o l`a d u . a v`ao m au ng au nhi en W x = ( X 1 ,X 2 ,...,X n ) ta d ua ra th ong k e = ( X 1 ,X 2 ,...,X n ) d e u oc l u o . ng (d u . do an) . Co 2 ph u ong phap u oc l u o . ng: i) U oc l u o . ng di em: ch i ra = n`ao d o d e u oc l u o . ng . ii) U oc l u o . ng kho ang: ch i ra mo . t kho ang ( 1 , 2 ) ch ua sao cho P ( 1 < < 2 ) = 1- cho tr u oc (1- go . i l`a do . tin ca . y cua u oc l u o . ng). 1. C AC PH U ONG PH AP U OC L U . ONG D I EM 1.1 Ph u ong ph ap h` am u oc l u o . ng Mo t a ph u ong ph ap Gia s u c ` an u oc l u o . ng tham s o cua da . i l u o . ng ng au nhi en X. T ` u X ta la . p m au ng au nhi en W X = ( X 1 ,X 2 ,...,X n ). Cho . n th ong k e = ( X 1 ,X 2 ,...,X n ). Ta go . i l`a h` am u oc l u o . ng c ua X . Th u . c hi e . n ph ep th u ta d u o . c m au cu . th e w x = ( x 1 ,x 2 ,...,x n ). Khi do u oc l u o . ng di em c ua l`a gia tri . = ( x 1 ,x 2 ,...,x n ). a) U oc l u o . ng khong ch e . ch 2 D i . nh ngh ia 1 Th ong k e = ( X 1 ,X 2 ,...,X n ) d u o . c go . i l`a u oc l u o . ng khong ch e . ch c ua tham s o n eu E ( ) = . Y ngh ia Gi a s u l`a u oc l u o . ng khong ch e . ch c ua tham s o . Ta co E ( - ) = E ( )- E ( ) = - = 0 69 70 Ch u ong 4 . U oc l u ong tham s o cua da . i l u ong ng au nhi en Va . u u oc l u o . ng khong ch e . ch l`a u oc l u o . ng co sai s o trung b` nh b ` ang 0. Nh a . n x et i) Trung b` nh c ua m au ng au nhi en X l`a u oc l u o . ng khong ch e . ch c ua trung b` nh c ua t ong th e = E ( X ) = m v` E ( X ) = m ....
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This note was uploaded on 01/18/2012 for the course INFORMATIK 2011 taught by Professor Phanthuongcang during the Winter '11 term at Cornell University (Engineering School).

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ch4 - Ch u ong 4 U OC L U . ONG THAM S O C UA D A . I L U ....

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