摘要
将一些统计量的不同估计利用加权平均构造一个新的估计法,能提高估计量的渐近效率。本文仅对服从正态分布的标准差利用这一新法,有效地改进了平均一阶连续差及平均二阶连续差的估计效率,前者的相对效率提高了28.45%,后者提高了41.85%。
Different estimates about some statistical capacities construct a new estimating methodby means of weighted average,which can increase the gradual efficiency of the estimate capac-ity.This method was used only for standard diviation obeying normal distribution,whicheffectively improved estimate efficienay of the first mean successive difference and the secondmean suceessive difference.ARE(asymptotic relative efficiency)of the former increased by28.45%,and that of the latter increased by 41.85%.
关键词
加权平均值
合并估计
效率
weighted average
combining estimate
estimate efficiency
