浅谈参数估计的几种方法的优缺点
毕业论文关键词： 点估计；矩法估计；最大似然估计；区间估计
Abstract Statistical inference is the core problem of mathematical statistics. Statistical inference is astatistical method basing on the population distribution of the sample or the number of thedistributed characters etc. Parameter estimation may be used in the process of statisticalinference. Parameter estimation is the important component of mathematical statistics, andis a method estimating unknown parameter from the sample.With more and more wide application of probability theory thinking in the real life, theapplication of parameter estimation has highlighted in every field. Under knowing systemstructure, we may use parameter estimation to calculate system parameter by the systeminput and output data of parameters of process. For example, when the two items areknown about obeying normal distribution, equal variance and being independent each other,we may solve the confidence interval of a certain value. In the end of the 18th century,German mathematician C.F. gauss first put forward the method of parameter estimation, heuses the least square method (it is a method of parameter estimation)calculating celestialbody's orbit.This paper mainly studies the advantages and disadvantages of several methods ofparameter estimation, parameter estimation which contains the point estimation andinterval estimation. We mainly introduces the point estimation and interval estimation ofthe same and different, and the basic methods of calculating point estimation has two, oneis the torque estimation, the other is the maximum likelihood estimation method, pointestimation of the two methods we need to seek common ground while putting asidedifferences, this also is the main content of this article will explore. We study parameterestimation to understand the future of the parameter estimates more profoundly, and applyit to the practice more flexibly.
Keywords: Point estimation; Moment method; Maximum likelihood estimation;Interval estimation.
目 录
第一章 绪 论..1
1.1研究背景1
1.2研究意义1
1.3论文的结果安排... 1
第二章点估计.. 2
2.1 点估计的概念.. 2
2.3最大似然法估计... 2
2.4据估计法与最大似然法的比较..3
第三章区间估计..6
3.1区间估计的概念... 6
3.2区间估计的定义... 6
3.3常见正态总体的参数估计.. 6
3.4常见非正态总体的参数估计11
第四章 点估计与区间估计的比较 13
4.1 点估计与区间估计的比较... 13
结 论...14
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