[問題] MSE證明問題

看板Statistics作者penatnl (penatnl)時間17年前 (2009/04/09 02:12)推噓1(1推 0噓 3→)

留言4則, 3人參與討論串1/1

Let T1 and T2 be sufficient statistics for θ, and suppose that T2 = g(T1) for some function g . Let U be an unbiased estimate of θ and V1= E(U∣T1) V2= E(U∣T2) show that MSE(V2) ≦ MSE(V1) 這一題要怎麼證阿我想好久都想不出來希望板上各位能幫我解答拜託大家!! 謝謝!! -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 211.74.61.226

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jangwei

04/09 09:55, , 1^F

04/09 09:55, 1^F

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penatnl

04/09 14:52, , 2^F

04/09 14:52, 2^F

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casella123

04/09 16:26, , 3^F

04/09 16:26, 3^F