一些参数为随机时的估计和预测

ESTIMATION AND PREDICTION WHEN SOME PARAMETERS ARE STOCHASTIC

本文把Rao,C·R关于参数为随机变量的线性模型的理论结果进行了一些推广,给出了部分参数为随机变量的线性模型的参数的最优线性无偏估计(或预测)。

This paper shows the theoretical results of Rao(1965)[3] for the stochastic parameters linear model may be generalized. Under the condition considered in this paper, the best linear unbiased catimators (or predictors) of the parameters is obtained.