随机模拟验证相合性

Validation of Consistency of Estimators via Simulations

对于新提出的统计方法,通常需要通过计算机模拟验证其可靠性和有效性.本文以正态分布中未知参数的点估计为例,通过随机模拟的方法来评估性地证明传统参数估计的矩估计方法得到的估计量是真值的相合估计.

Simulation is often employed to check the reliance and efficiency of a newly proposed statistical method. This paper uses point estimation of an unknown parameter from a normal distribution as an example, proving that the estimator resulted from traditional method of moments is a consistent estimator of its true value.