二阶矩的最优二次无偏估计

On Best Quardratic Unbiased Estimate of Second Order Moment

设X1,X2 ,… ,Xniid ,EX1=θ ,Var(X1) =σ2 ,在假定X1与N(θ,σ2 )有相同的前四阶矩的条件下给出参数了τ =aθ2 +bσ2 +cθ +d的最小方差二次无偏估计 .统一和推广了一些已有结果 .

This paper gives out BQUE of the parameter τ=aθ 2+bσ 2+cθ+d,with X 1 having the same fore Fourth Order moment as N(θ,σ 2).It unifes and popularizes some fore result.