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Anonymous
Anonymous asked in 教育與參考其他:教育 · 2 decades ago

統計問題~~急件

何時才能使用BLUE、OLS、MLE呢?

他們之間有何關聯性和差異?

何謂Gauss-Markov定理?

1 Answer

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  • 2 decades ago
    Favorite Answer

    BLUE=best linear unbiased estimator

    OLS=ordinary least square estimator

    MLE=maximun likelihood estimator

    顧名思義這些都是估計的方法

    一個linear equation 在符合變異的covariance matrix是 diagonal 的假設下

    OLS=BLUE 此即為Gauss-Markov 定理

    Source(s): 多年前殘存的統計記憶
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