摘要
研究了柯西分布的参数估计问题,给出了位置参数的最小一乘估计和尺度参数的低阶矩估计.证明了柯西分布位置参数的最小一乘估计具有渐近无偏性与强相合性;尺度参数的低阶矩估计具有强相合性.
The problem of estimating parameters of Cauchy distribution is investigated.The least absolute deviation estimator of location parameter and lower-order moment estimator of scale parameter are obtained.The least absolute deviation estimator of location parameter is proved to be asymptotically unbiased and strongly consistent.The lower-order moment estimator of scale parameter is proved to be strongly consistent.
作者
王炳章
WANG Bing-zhang(School of Mathematics and Informational Sciences,Yantai University,Yantai 264005,China)
出处
《数学的实践与认识》
2021年第1期258-264,共7页
Mathematics in Practice and Theory
关键词
最小一乘估计
低阶矩估计
强相合性
least absolute deviation estimator
lower-order moment estimator
strong consistency