Gauss－Markoff和方差分量模型中LSE的一种新的相对效率

A New Relative Efficiency of LSE in Gauss-Markoff and Variance Component Models

对Ｇａｕｓｓ－Ｍａｒｋｏｆｆ模型：Ｙ＝Ｘτ＋ｅ，ｅ～（０，σ￣２Ｖ），Ｖ≥０，τ的ＬＳＥ的一种新的相对效率被提出来并得到了其下界．对方差分量模型：τ的ＬＳＥ的一种新的相对效率也被提出来并得到了独立于未知参数的下界。

For Gauss-Markoff model:Y=Xτ+e、E(e)=0,Cov(e)=σ￣2V,V≥0,an new efficiency of LSE for τ is proposed and its lower bound is given For variance component model:Y=Xτ+e, E(e)=0. an new efficiency of LSE for τ is introduced and its lower bound, which is independent of unknown parameters,is also ohtained