设总体X的概率密度为:f(x,θ)=e的[-(x-θ)]次方,x≥θ;0,x

问题描述:

设总体X的概率密度为:f(x,θ)=e的[-(x-θ)]次方,x≥θ;0,x

EX=∫(上+∞下θ)xf(x,θ)dx=∫(上+∞下θ)xe^[-(x-θ)]dx
=-(xe^[-(x-θ)]|(上+∞下θ)-∫(上+∞下θ)e^[-(x-θ)]dx)
=-θ-1=µ
θ=-µ-1
θ^=- ̄X-1(X左边横线在X上方)
其中 ̄X=1/n∑(从1到n)Xi