均匀分布U[-θ,θ]参数θ的几种估计量

Several estimations on parameter θ of uniform distribution U[-θ,θ]

研究了一类单参数均匀分布U[-θ,θ]的参数θ的点估计问题,给出了θ的极大似然估计量、矩估计量和其他形式的估计量,对几种估计量的无偏性进行了讨论.通过添加纠偏系数得到θ的四种形式的无偏估计量,对它们的有效性进行了比较分析.结果表明,基于极大似然估计量所得到的无偏估计最有效.

The point estimation of a class of single parameter of uniform distribution U[-θ,θ] was studied and the maximum likelihood estimation, moment estimation and other forms of estimation was obtained, discussed the unbiasedness of these estimation. By adding correction coefficients to them, four forms of unbiased estimation was shown. Finally, comparative analysis of their effectiveness was carried on and the results shown that the unbiased estimation based on the maximum likelihood estimation is the most effective.