克里金法估计均值与方差
Mean and Variance Estimation by Kriging
AI总结:
本文通过数值最小二乘方法推导随机变量均值与方差的估计量,并探讨其统计模型、最优性及实践表现。
摘要:
本文旨在推导随机变量均值与方差的数值最小二乘估计量。为此,需回答以下问题:(i)估计过程的统计模型是什么?(ii)估计量具有哪些性质,如最优性(在何种类别中)或渐近性质?(iii)估计量在实践中如何运作,与竞争估计量相比表现如何?
英文摘要:
The aim of the paper is to derive the numerical least-squares estimator for mean and variance of random variable. In order to do so the following questions have to be answered: (i) what is the statistical model for the estimation procedure? (ii) what are the properties of the estimator, like optimality (in which class) or asymptotic properties? (iii) how does the estimator work in practice, how compared to competing estimators?
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。