Question

设x1,x2,~~,xn是来自正态总体N(μ, σ2)的样本,则()是统计量

A.(X1-μ)/σ B CσX2+μ DμX1

Answer 1

f(x1)=1/(2piσ^2)^0.5*exp[-(x1-μ)^2/2σ^2]
...
f(xn)=1/(2piσ^2)^0.5*exp[-(xn-μ)^2/2σ^2]
l=f(x1)*f(x2)...f(xn)=[1/(2piσ^2)^0.5]^n*exp[-(x1-μ)^2/2σ^2+...-(xn-μ)^2/2σ^2]
l=[1/(2piσ^2)^0.5n]*exp{-[(x1-μ)^2/+...+(xn-μ)^2]/2σ^2}
lnl=ln[1/(2piσ^2)^0.5n]-[(x1-μ)^2/+...+(xn-μ)^2]/2σ^2
lnl=-0.5n*ln(2piσ^2)-[(x1-μ)^2/+...+(xn-μ)^2]/2σ^2
lnl(对σ^2的导数)=-n/(2σ^2)+[(x1-μ)^2/+...+(xn-μ)^2]/2σ^4
lnl(对σ^2的导数)=0
所以-n/(2σ^2)+[(x1-μ)^2/+...+(xn-μ)^2]/2σ^4=0
σ^2=[(x1-μ)^2/+...+(xn-μ)^2]/n