Drouonxq I

E. Koupouxl4g

Aoxrioers

(M,T.E. - Cramer-Rao)

vJ
()fl Ba, ? etvqt AE rou 0, vo 6et10ei 6tr yro xq0e fioOepd c
Y}

' pi

*0,

o erup4rrlS

f *

c stvor

ono6erc6g errrprlqg rou d pe xprrqpro ro M.T.E

Tzetvor errrp4r6g tou g pe to t6ro M.T.E. Y 0 eO, vo 6er10et 6tt o ercnpq.4g -i ,1:
#
'tou 0,
T: aTt+(1- d)72,0 < a < 1(opororl mo0epo) etvorxoluteposrovfi xar 72.,r': -ic,
[Yno6.: 0 : a0 + (i - a)0 xor Xprlorl opropou xoh]repou errrp4rq)
(9.'Aiveror 6eiypo X : (Xu . . . , Xn) on6 ove[oprrlres nopor4p4oerg pr Korovopdg Poisson, X1 * P(0),Xz - P(20),.,,,Xn - P(n?),6nou 0 > 0. No eupeOei ono6onx6g
eKrlpqrrls rou 0 Kor vo unoloyroOei ro C-R xorco gpoypo.
</ /
: (XuX2), 6nou X1 Kol X2 etvor oveldpqcs ps Korovopdg X1 SrrAtvetor Deiypro X
'lf(0,02) xor Xz - N(0,0219),0 > 0. No 6er10ei 6rt 4 xorovopq tou { ovqxer or4

pea,

Tr

M.E.O.K., vo eno.trr10euOouv or ouv04xeS /r -.Is, vo eupeOei ono6ouxog erctpqrrlg rou 02.

No eupe0ouv (6IeS) or ouvoptrloetg g(9) 11o rls onoi.eg unopxouv ono6ouxot errrp4r6g.

Air".or ru;1oto 6etypo (6qL. ovefoprqus xor ro6volrEs noporrlp4oetg) X : (Xr, . . . , Xn)
pe xorvr] mrrv6r4ro, icnr,l h@;0). Ee noreg on6 ng nopoxoto neptmrboerg 11 xorovoprl
tou X ovrlxer orq M.E.O.K.;

o) .fr(r; 0) : gre-t, 0 (
F) /r(c; 0):gu-e1*-1),

v) /r(r;

'6"*,
U
/,,

'

.*

')

: {,"-"-"
[0

r < 1, 0 > 0

r>1,

'p>0

o,
'c 2
,0 10

IR''

neprrrrrioerg (o) xot (P) rqS oorcqoqs 5, vq enolrlOeu0ouv ot or:v0r1xeS /r - 15 Kot vo

Ejpegouv (6leS) or or,lvopuloerg g(d) yro uS onoieg unopXouv qno6our<ot ernp4t6g. Etqv
5(F) vo eupe0ei o qno6oflx6g emp4rrlgrou 1/d Kol ro owiororllo C-R xoto gpoypo. floro
tir:,4 6roonopd qurou rou ercrp4r4:

oeryo [ : (Xr,...,Xn)on6 u1v KovovtKrl Korqvo1rrl NAr,02),0 > o

ffi/itverorruloio
qlryooro Kor yvcloffl oro0epo. No eupe0ei crno6orrx6g ertrprlulg rou 02 Kol vcr 6er110et
l,

6n 6ev unopXet ono6orx6g er<npqulg rou

d.

6eiypo X : (Xr,(z,Xz) on6 oveloprrlf,es ncporrlpqoerg lre Korqvopig X1 fijot

,,\
".or
' N(0,L), X, - N(0 + 1, 1), rr\, N(0 + 2, 1). No eupeoet o ono6orrx6g errrp4rqg rou g.

Eniorlg, vo unol,oyto0ei ro C-n i<oro gpoypo yto opepollmous erccrprlrdg rou 0.

\.-.,'

pfatverorruXoto6etypo X : (Xu...,X,) on6 erc9ettx4 xorovopis(20) pEA > 0. No

6n yto xoOe AE f 6) rou g rqluer 6rr Var(?(X)) > l.V e > O.

r'6erX0et

.:

--:i:. :-; ''

lt'
E
lr

il

tf06ortxoi

ercrpqrqg

yarc lf 0.

oetypra,{ :
@::ot
P4o4 Xi eXEt lTut<\rorrllo

(xr, ...,xn)on6

n,

ove(optnes.napot4prioerg, 6nou 4 nopo*;-

in

h"-@, r)

0, 0 >0

No 6e10et 6u q otxoyivero Kdrovoprirv rou

yroi:

ovrlxet orq M.E.O.K. xqr 6o

etvot ono6ortx6g EKrlpnrqs :uov 02.

2
.,...,,,,-,t.;:.,-n':-,.,.;:;;,';...- rr : . -t .,r.. i :1..'.;'.t :..,.,.:..

L,2,...,n.

:.;:-

(DL, iX;)/n

\""

\
q6 XH{66H
lr6-a>H

J-

tn

AeTo.; O + ECT)=O.
MT 2((- 1,, o) : Vor(r) + ( t(-t)-D)" = Vor(T)
H1 2l(' lr+ c) o)= VorCl+c) + ( EC-r+c) -s)2
-T

= Vor(-r) + ( E,y\) + C-r6)t -- Vor(r) 1cz

Apo H-TZ(-T,e).< H'r2(-i+c, o)

rcS t{lrprnrns TOL\ O.

cl

pq r+c HH Gno6eu.-

ciox Fr6H 2

E(-ir) r ( \-o,)E(12) = oot (t-o)o

CrpCr ECt,)= tS , 8ni6nS H-T> 11,, CI)'=- HT2 (Tz,S)
E(T2)- 0
Vor(1r): VorClz)

E(-t ) =

cr

->
t*t-r>(t,o).- Vor(-T) = V0r(oTr + ( r-cr) Tz )
ozvqr(1r)+ ( r-cr)2 Vcir(Tz)

Vcr r\Trt

Vcrrfir)
=

crzVor(lr) + ( L - 2o+ez) Vor(12)

oz vcir(1,) + vorLTz) -zavc,v(-tz) -t qzVoy t-Tz)
: ZQ?VOrC1,)t( r - ;-Cj) VorC1,)

(za"-2c\ + i)vor(Tr)

o<

uoo

APq l.sr xo2o (.P()!

t4-r> 1f2.,O)
T(r)\J Tl

\.(

or

T2

cioN H6Fl 3

l-ro vo f ono6Otruos v('Ir;rnrriS fipener vo tcxoo(Jv ot

f r - f s Kot vq eivot HeOK
nn
.

. .xj

( Lo)

-oZ t
e_:'_
A(

o)

ZXr
I"[t.-^')+lno\ | Xi,. , \/y-/
L=

\----\r'--J
ts

(5)

C(O)

orx)

=. f

a S={IulB

l+t5,ol'ot

,',,

={o,L',?,;,.1'x

*{o,

L,2,,,,

eiuc,.;

rvfoP. l-lTo -To\) O'

1pq eiuor Hot
.

fr: C=(o,oo) eiuor olorxr6

[z -

a=-7o;

c (o') -- ,( n

e+

+o uor Guve xfiS Vo

c'( o) = *

rs: I(o)= r(#./n{([;ol) =-r (* (-,;'* * e"'))

I i E(xi)= i Lrie)=f it
t_ z_ xi\
O
i-r
Oz ,.h

i=r

r-l on oicr

02

O,)iuor oenpc.lGyivrr uor Gerrrri, Afo o<a (o)<.o

i=l

Xi eiucrr o n o6cr t LoS lou 3 o): E( D( L)) =

2
D(x)=
N
t=l
h
n
KCrr o\rt:Hq o oD(X)+F
ii
= E( \=l
e Xi)= = E(xi\ = o i=t
n
:iuor onoGotrEos -rorr cLg(o)+B = aOEf + p

) note

t.

L=1

r Ort2croir e.L(-(r yur[l lorr C 6n2oOri gilt*r

n
dFo da Q1 = * xGr P=o 6rr2ct6Er
30i[+s=o,-Ue

{ciS

Jnroe

i=i

xl
:_
t-,l

i=,r

l u(}r

o n,c6o'r,

rBS

o-

-rou

*t
L:t
c-R
\--z-

x.cb

, ,-z
g'(o)J
1.(O)

Lrl=

tLt
O i*r

o
n.
zr
t-,1

4
rcr\f ( 5;u@+( xr; o)-f c x, .rv'-o\ifr
{rr x,f
( x:)'
1 -2U.
ier,tn6H

'r

4I

- *ur( x')'

l{ xr)z

lg'.lrn

rO-2'
-q

A5

=o

\-

o {2n

o{fr
e

o'.2n

@ S-{
c^

T"

Zrq pCIFl

- ,!.

x, z,_

*,

*r?

zeF

0n3-0no'zn

--P-\-_r,-

(e) :6

r-t

or X)

'

xz
Gvorx-ro

r^ *o
o'

t(f"l
.
/d
\,lo

lffi
3

o2

Z *L

t)2'64L

I_

Vcrr(xr)+ E(xr)z+

6 ovexH s

rn n3-on zo"n -r!.t

p* q&i

-/d

+-

( Erx,?)+eEtxrzl)

'[ftro
#

&

*,'+e

#,

)j
9VorIxr)1q E (x: -el

23/
02+ o+,4tr
02 00\
4

Aeoo o7o

Ko,

o {txfrex,'l))

cx,'+rxrt)) = o"
/

\-+.-

I=tXr,Xz)/f,X;o)>o} deu TopTarar ano ro o

v xe r G-t r-{ Ho t'(

f i t C= (o, oo-)

t-

xrz+gxrz)

*r(
- 4V

6(

G -ti
Z
'
02 c)' oz

o.lr

TOTQ. O(1.(O)<oo

i::-::i :'::'.1'.

-..::

; -* i:.t' '-Z.l -:l

1..

,ri

ydxvur vo pg.b ono6. rou 02,

AQ;Ou 5 ovfixet GTH HeoK taor rGxOoo'V Tr-Is tore o
D( x) = x,2+.gXr2 e iuor. -ono6 , Tou J tO) = E, ( DC E)) =E(X,2+ QX22)=

fre"

= E[x,')+ qE(xz') = oi+ q S =zt

En,n2eov O oD(I)+F e'ruor onob. Tou 09(o)'ip= z}za+p.
Oirt^: 2OO'2+p=92=p 61=2,
crno6o-rrxoS 1ot.l

iexH6H

P=o
C2.

oxo-' = u0no+(o-rrQnx onoL)

i= txelR/f.r ^ io)>o 1 = ( o, r)
Apo crvirrr :-rn HoK
c

o *t*,r+qX:'.)eiua^

:o)+r(x;.o)=

p) {,

11or e-TOt

io) = odo(x-r)

C(O)=O-l
OtI)=0nx

6rori "S::t

e0ns

+ D-

ox

A(O)=0n(O)
B(E)=O

OI.JC{crP.THTo TDU

,cnou

A(g)= !nO
ts(5)=tf

c(o)---o
x
D([)--

fxetR/{rtx; o)>o1= f r, ool

Ap C) ovuNer rrn HOK.

s,=

[)

{rtx io) = -x+o

clnou)

o r..re{d

PT

Ft-T

'T

o\) ,6\).

A(O)= O
B([)=-X
C( 13)

D(

[)= o

,,={xctR/{rtx18)zo}= Lo,ool e-{crprcrtor ono -To

lpo c)eu ouAuc-t 61n Hot^.
r ions Ko r -I o Sr = (-oa , ol To p'rdror o nb ro o '

I
I

L_'
|.4.-

L/creKHeH 6
Y ro, f r r;o)

et''

Ons

?1

)+ oF
lnrxl1
- .. E.0n(xi
i=r
E,

ovorxrd
I
I
t
A\
^/
12_IS_J<
:. C(O)=g
+ Cr(O)=l +o Eor .'vxfrS
IssT(o)= Ef
0 n f(
- \, ;1d.
r ) u j)= - t (*u1 t *0 no-i.tn,n,l *oi,.,r,$
o1

=-E/cl
'-[ .ts Lr + - o + *oncx;)])= - E (B,)= & >o
o < T(o) < Do
"ip.
+ io -*'
,S {r I io) =
enono+ns -uix'
=
";'(no
Jr : O=(o,oo) c.rvoixro

12-T3--aa; C(O)=-O -+Ci (o)=-l

=frc Eor 6uvexfis

= .(*LS'*n fr*'l)= E(-&):

cr'oc:
I
i-j

n/a,7e

o < r(o)<oo

C\

t10

xvu:

TrS

-\J

I)= t:lSl.',r;

eiuor

(O) Ea

-rrS,

o n ob, -Tou

14i

oooies a

Jto)=

cr

no6or,

e( (=l
il"xi)

e- k-.Tr

pH-reS

r(Qnxi)
=&
=/
L

= .+( f fr"x.o^"-' .i^) = a(-/c,\ = - n/e

nrnleov oD(L)+F onob rou agro)r-F= cr(-B)np
V,,

L=l

F(T

e\r:or onoL. 'rou 9(o)-!(

v\^"0*)=
xoe-o(x-t)
Z(r*d)= n(r+$)

D(X)=
+xi
'
t=l

>- E(Ki)
v"\ ( ZXi)
E, - t = i=r

tnrnieov oD(X)+P onob. -Tou og(o)+p=on(rl 5)+p

Jqxvw
Ant

o0fr O.atr: o n (,* *)*P=* ' veo

on+ on* +p=t r Vo =+ ont+(qq+F) = * , v(9
1/n

a=

:>

P= -l

c- R r,$.

1 2xi L --f
t1

dPo

TOU

t'=t

ono6.

-ToLr

7S

7s

(-

g'r o tl2

C=.iuqr

rto)

7o1'

/p{
/si

ffiz

Vs"

nei56

Vor(X)= C-R K.Ci .= '/n*

)no6c-c:xbS nc>u 6n)rCl'i

5i Ue ro r lerC)(OTcr

ot\

t-re.r

o*
O

e,xi-

u tGi:-T f\ TO

uc'u

e-i

C-R

iexHeH f,

> + ( xi o)
:(x; o)= al
=-,'=\,, 6;
,
n

t)'

^-f5rtxi-H

i=r

-2

= ( 2n)
fnoL)

-o-n
A(C)=

#ilxi-;,)z

.- ?on(zn'r

- nons - *.

i,. "i - t,>'

- BQnczn)- n0nS

ts(5') = o

c(o)= -'lzu^
H'L
D( I) = .7' ( xi -H)
t-t

r4

S={xelRl+tS;e)>oJ=
)o

oUr-txel 6(n

l'. C=(o,oo)
z- Ig - aq

s:

tR

crvefoP(nccr (oLi

HeOK-

ouotxto

c(o):-'lz,* = 7st

o) .= tr ({

+ o ts.ol 6r.:vext-rS

nons
\ do''[. ]Qn(zn)-

+._:.

:.,

-:, --.:E **-. -:rli,+:{::*--

',i-i'jrr:;--:,

i.:--;-

-',

:.:':;,

a .''r.r...-r

'-:- ' :. - :-

r^ i,xi-yf
- ZeF
i=t

Vg

'

l):I

do

'(

+
t- n,
o

t4

3 2_
o4 i=r

E(

,<r2

L,)

rl-

X-N(pr,ot)

o-u
(1u)'-^,'

_t_

o'
I

F E(X1)=l
lbvrxq E(-{n)=D

o2

ou

D( X)
l/\

d_
-_
t'=

ocDoO c.runrret
h

= -[=, cxt-y)'

t)O

o2

r(-n +

*,-u)' )
L
t
[=r \ g J I

(i-y\z _ n

)l
n=(L6-l
E t x;-t') - "l
ls
L
L i--r \ e l

=n(

( an-n)

= t+
oo

exu)oc{
Heot( Kcll tex0ouv 1r-Is
!
E(xi-l'^)2
ono6. ro\r 3( O)= E-r(, (xi-y)') =2
L=,

6(n

Vorlxi) =.\O'

6n,nleov o D( 5)+ f,
Qi:.r

o < 1(o)<

d P.r
11 q,r

-2

X- P - N(o.!)

xi-*f I )

('xi-Pf )

,02 L

2_(
i=t

_l
,q3

tr-

O n Ot-l

oE, (ou

F = Oz

trnoL,.

t(ol

6\61

lou
a=

cig( O )+

/n

F= o

p: c-rt"td+P*t(xi-H)2

Eiuqr

02.

4.ogo oltrw crg(o)rP=s:+ond*F=g )

o6r:voro, Apo / a,pe[R -re-roio t,;6r

VO

^Po 6)-r

vo

o.

onob. tou s'

dorHeH 8

{rI,of5r + {;(xi',o)= {r(x}') o) . { z(Xl' ,o) . {=(xa-,o)'=

* *.-"-r)t \
-*(x2-ofJ
I e
/
:*,*,-0)'\/
')(
)
=\*

L=

/\'m=

= (,lz]n)'
-z

( Xs- o-z)'
*Lcxs-o)2+ ( xz-o-t)" +

ll7-n

=@

Xr- o)2 -(Xz-O-r)z

X,2 - 2 Oxr

02

= ( Xr-(o+r))t= xz' - zxz(o+

t) +

02+ 2D + .t-

Xz"

-zxzS'-2Xs* O'+2O+r
X3- s -2)t= ( X3- (o*z)f= xa'- 2xt (otz) +o'+4g+4

= Xs. - 2X3S - 4X3 + 02+ 40+4

r\.J2
(

6";=
-e0n

a_
FJ-

1l'-3Xrg
-4xE+S+4o+4 ]

e[-*n' '-+x]- *^='* g}r.J.g.xal*9}- *Xz*2Xs

t
e

g- =o- ?

..-^..n-.*.,,,,-F

A(o)

--.u-;
a
)
2t

t9( X1.t
\r4\N

X's

pcLl

{In - [ A(0) +B(5) * c(o)Dtt)f

oue{cip(nto

{ I lt(r)0)>o!=ffi
c.^

Po

?x' +d+ zo + I

'IZn)-

( rJ2n )3

- 2x2o -

u ri

u<et 6T n

H eC)K

"cc>L) S

I , O= (o,ocr) c\\lolx-to
5
:

i'I

o)= lr(o)+ 1z(o) + -Ie(o) =

-[ (#, t-iInczn)-*(Xr'-2ox, +o')])

I I- iln(zn) - *r*r"-zxzer -2x2'to=+
- E- (\.lot
_.tt t- +rrn(zn)E (\.lo"L
I
=

20+

CX='- 2xto-4Xa*ef

(d* . t- zxt+ 2 o)) * r( *i,

- ?xzize+zr)+e

tl)

++o+4)l)

($*

-zxt+zo+4)

,(+

')

r-,r

o<

Apq o

D(

'(+.r)

2) = t+r+t=3

n E(

( O) < oo

E(x,+XzlXs):o{e+r+o{z
[) eiuo"r ons6. rou q(o)=
J

= 30+ 3 = 3(O+ f )

En,nl.ov oD(5)'tp eiuor ono6. roL, o3,s)+F=:q(o+r)+p.

OeAco 3o(O*r)+p=o
q=t
-D, 30g+361+p=e <ipq
P= -i
q
Antrcr6fi r X r t X:t xr) - r_ no6. ro\r r
dC-R

K.O,

CG'r.
r(o)

ci

euH6H

| ,^.- 7g
A$oO )(,:,.(zo) ex'.^l Ftxl= 20=

!,e E([)-29
T c)\-) s
i6xLiel H Ov r6c)Tri1Cr.

VOrtf):4O2,

Aqp,:rti r(x.) A
6rr2obfi VorrT( A \\ ,., fg'tgilz

C-

w)

3',o)=l
1(o)=o-+
cr,i.

at9)

*j(o)= nTr(o) =-n Ef, o,?

\ cJOz
= - nE ( u'- *xo-3 )= -n
=

-n( &-

Agcl

(+)

d='

2'5)=

Vor( T(^))

-n
z/

]I

Oz

i'tc-'x't

.6t{H6H IO

:Au) /.c-G(Z,O)

E(X).=2t9 xol Vof(x)= 2r)2.

n
zxi
I

J
71
aa

fcxlo)

I-(z)

:e

- [n( rc:)C")

S--

Tt

6112o6n {Cx1

I IR'/

Ft

e2n

-T(u.
ii ,\r
i=

e,

no)P"

OI_

\-

il-x;

=e

o-l -gx

0n

i.=1

[-(z)O'n

XE

(2)f

tt

2Xi

-E+-

.n
t
-ffxi
t In(
) - L-J > xi
[=

f;o)>o 1 = lRt * tR**,,, * IR*

I (i = (C,s')

cxvorxro

qPo

o< f.(o><oa
x(n Hot^ r(crt t6x\irr:t{ llr-as

nln2eov o aD(1)+p

2qno+BI

' r.=l
c=i

o'pq
/

t,cu ono6 lou

n
<xi e iuc-t
D(X)=
QL:l
n
Z_ E( xi ) : 2no.

r=l

a 9(o )+'F = a (z no) r'p

pc\ l'nopto r';cr exuu c-rnc5. x1'pHTH povo

sq bpc{rrFrr:uS ruvouq Oyroos Tcu O , a po $ o, -rC)
+ 0., u nopxer
n od o-Lr KoS e Klr;-r Hr uS
.

++

f; (xi;o) =
i=l
n
Z- xi
-

1'=l

1-3--

ltq.

n:
02n

exi
t=l

1=

:o

d "___:*-

uSp.

H-ro -Tou t}

n- dropS

cr

uo rXrtl

,--) c.,(o) = 4 '+o r<0r c.,v,rfis

-+
.02
o,
(!
[ Qn-^ ixi l)= -r(#t(ni-ont'-S,t)
\
o?

de2

.+rL.
c{e
O

02

.#l)= - r(
F

elxi

6/

O=

e4

oPo o( f(r)) <b&

n
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