期望估计理论

Estimation of expectation theory

建立了期望估计理论;讨论了期望估计域的估计性质;论证了数理统计中估计理论(以下称经典估计)的“有效性”准则不成立,算术平均值x不是最优估计量;提出了特征值估计方法——N(0,1)估计。论证了期望估计域的包容性质,经典估计是期望估计域的一个边界估计。文中最后指出概率论与估计论是互逆关系。

The theory of expectation estimation is put forward to discuss the quality estimation of the domain of expectation. It is demonstrated that the ' validity' criterion of the theory of estimation in mathematical statistics (named classic estimate later) isn't right and arithmetical average value x isn't the best estimate. The means of characteristic value estimate (N(0, 1) estimate) is suggested to demonstrate that the domain of expectation estimate has the quality of containment and that classic estimate is boundary estimate of the domain of expectation estimate. It is also discussed that the relationship between the theory of probability and the theory of estimation is reciprocal .