-f-

i\- t (,.-r f; r -r'1'

..r

r\

{
Eronorw4 I

E. Koupouxl,ns

Aoxrioers
:

r.6. {

ffo**"t

(Xr

,...,Xn)

III
on6

(AOEA exrrFqr6S)

NQtd2), 6nou p eivor

yr/ocrcrl <nogepo xor g

>

oyvoorrl nqpol-rErpos. No eupeei o AOEA errrp4r4g rou 02 Kar rl 6roonopo rou. Axdi:r1,
vo unoloyroeei E((Xt - ti? I tL, (Xn - p)2) xot vo 6etx0ei 6n (X1 - p)'etvot AE tou
P2 o.lld pq ono6err6g yro n ) 2.

-i-

@atroorr.6. {:

(Xr,

,..,Xn) an6N(pt,a2),6nou p IRKor o > 0 eivotolruororo. No

d[peOouv oTAOEA exrrpqtd5 ro'v p,2, p2 + 02,

at

"ror

r.6.

oro). 'Eoco

-r

,g)

7:

o', 6nou r > 0, xot p,f o.

{ :

(Xr, ... ,Xn) on6 rrlv opor61-roppn Korovo}riTee,q, 0 > 0 (oWroma:<{lXrl,.. . , lx"l}.

\No 6er10ei &t 2lX1l etvot AE tou 0, off.o p4 ono6ercr6g yto n

'-,

(xot yevrxd tou d", r >

[q)lN" eupe0et o AoEA sKrlpnrns rou 0
y) t1o unol,oyroOet E(lX1l | 7).

2.

0).

, 6) No eupeOei. o xo.luupog exrrp4trlg rou 0 qS FopQqgcT, c ) 0, xot vo e[etooOei xoto

n6oov o AOEA eKrqrqr4s rpu 0 etvqr ono6erct6g pe xptt4pro ro M.T.E.

l, @oa, [:(Xr,...,Xn),n)Z,eivorr.6.
ercrrp4rrlg qg P(X1 2 Xz).

on6tqvxarovoprl B(1,0),voeupeOeioAOEA

0):1, r:0,1xotg - 0 rl l@;0):\L,

?:0,1xor 0:1.. No 6er110ei 6ttoemlrqrrlg"(X) - 3-6X atvotoAOEAeKrlurlrqs
6.'"EoroXpionopot4p4orl peKorovopn "f(r;

rou

d.

[Yn66.:

OI

{0,

U, X

Atverot 6etypo

enopx4g xor rrtrr1p4g. E"(X)

X : (Xt,X2),

lr@r;0):

Bs-0r1,

rt )

6nou X1

0,9

No eupe0et o AOEA emp4rqg rou

X:

r<41

:0,V

0 e O)

X2 eivot ovelopr4tes ps Korovol-lts

Oxat f2(r2;0):20e-20'",,

n2) 0,0 > 0.

d.

(Xr, ...,Xn)on6ulvxotovoi:q fr@;il:0re-t,0 <

'No-eupeOet o AOEA :rou lf 0 Ko1 ro M.T.E. tou (c>g ouvopqoq tou d).

orr"-ort.6.

r < 1, d > 0.

E6,rr.or Oeiypo X : (Xr,..., X,). n ) 2,6nou X1 ,...,Xnetvot ove(oputrts p.e Koroffi"g Xr - N(0,t1,X2 - N(e,q,...,Xn-r - Jr[(0,1),Xn - N(0 + 1,1). No eupegei o
AoEA errrp4rrlg rou 02 r<qr vo uno.loytoOei E(X" I IL, &).
u, X : (Xr,...,Xn)eivorr.6. on6ulvopordpopqrtKorovopiu(1,0+1), voeupeOet
(
YAOBA errrpqr{g rou 0. Eniorlg vo eupe9ei o xo.l,urepos eKrqr4r4g rou 6 orqv xl6o4
errtpqrrbv{c(X1,y-1)'c>0}pexprtrlproroM.T.D.,6nouX*):max{X1,...,X,}'

,&ru,

(Xr,...,Xn)eivorr.6. anoN(0,0'),0)

opooq

6-.,ItL, Xr,D!:rXf) eivor enopxrtg ollo Frt rartprlg.

I H At ".or. Eeiypro [ : (Xr,',. ., Xn),6nou X1, i : L,.. .

nopoperpos, vo

6et110et

tTl,eivor ove[oprnres]reKorovolreg l"oppo 9(ai,0) Kor @1 t, . . ,en etvot 1ryr,roreg oto0ep6,g evrb 0 0 opolocrl nopopepog.
No eupe0ei o AOEA errrpqugg tov 02 xor llcoptg vo uno.f,oytoOet 4 6toonopo rou vo 6etX0et

6u ourrl unep6oiver to ovttororllo Cramer-Rao xoro gpoyFo.

lffi o**ot Eetypo X .:

( T

(Xt, X2) on6 ove[opqteg nopcqprloetg pe X1

.A/(0, 92)

xot

to M.T.E.

ffiotr".qtr.6.
H'
fr-< r (

X : (Xr,...,Xn)

d. No 6etX0et

on6 qvxorovolrd pern:xv6tr1ro fi(e; 0):3x'l/,s,

Xb): max{X1 ,...,Xn} eivot enoprcrlS xor nfnpns.

6:nT:
(Xr,...,Xn) on6 ulv yeoperpx4 xorovoprl

o*"rot t.6. X :
6:0,1,. . . , 0 > 0. No eupe0et o AOEA ernp4rt'1g lcou If

I @
t

,ff'"*r{

fr@;0)

(!

0)'/-,

0.

(Xr, ...,Xn)ruloto 6etypo on6 xotovoprl pt E(Xr)

0 xot Var(X1)

02.

o) No ppe0ei q oro0epo c 6rot

l4mog ercrp4t{g tou o2.

cbore

q oronortxrl cruvopqorl

p) Eov toyuet 6tt Xr -.A/(0, o2) yw

i:

L,.

..

"DI:,

X!

voetvot opep6-

,n

l.

vo unoloyroOef to xotcl gpoy1ro u1g ovto6tr;rag Cramer-Rao yro rous opep6l4rrEous errtpqr6g rou o,

2.

vcr ppeOei o opep6lrlrrros eKnpqrqg aloXroqg 6roonopog

tou o Kor vo 6etX0ei

6u 6ev etvqr ono6ortx6g.

@1Aiverqr

6eiypo

Yopor4pqoq Xi

{:

6Xer

(xr,...,xn)onote},oupevoon6noveldpr4resnoporrrprioetg. H
nurrr6trlro

1,fi

-@, r)0, 0>A yroi:1,2,...,n.

02"
2

mJy
6u

Detxget 6tt q xotovop4 tou

4 <nortortxrl ouvoptqoq T(X)

l-ell No Bpe0ei
Y)

avrlxer cnr;v Ex0erxq otxoydvero Korovopdrv xot

: Xr * 2Xz + . . . * nXneivor enopx4g.

o opep6l,4mos er<np4r{g eLoXroqg 6roonopdg (AOEA) rou d.

Aei.fte 6tt q noo6t4to

fi :

6nou c otoQepd, eivot ovelopqq rrts no"(Z()),

ouaOepo
c rboce n ororlorrKrl ouvopt4on ?r vo rouri.(eror

IE(cXr I

popdrpou 0. flpoo6ropiore q
tov AOEA erctp4r4 tou 02.
..__-/1r"
i)(laivetottuxoto 6etypo X : (Xr,...,Xn) onoreJ,oupevo qn6
lt_ f
t4prloerg nou npod,pxowor ono xotovoprl Fr nuxv6r4to

r\

303

.. r)0.0>0.

14',

n)

Zove(optqregnopo-

X*"

unoloyioereug

E(*) xor IE(X1ry)

(6nou X(r)

min{X1,...,X"}).

(*"

npoo6toprorouv ot *obrprg c1,c2 thoraol fiorlsrtK6g or.:vopt4oetg fi

: c2Xgl vo etvor opep6Lrlmor errrp4tis qs nopol-r&pou 0.
xot

No Bpe0ei o opepo.t4mos Er<rq.lr1t4g eJ,oXror4g 6roonopog @OEA) tou

(E) :

"r*

"2({)

d.

X(a.rO rous opsp{l,4nroug ercrrpqr6g Tr,Tz tou 0 tou epot4}roros (F), vo ppe0et o
xo-luupog Fe Kprr4pro to M.T.E..
a

n)

@f^95#fui1",u",*
rrlprloels. nou npo6.pxowor

2ovelopulresnopo--,(X,,. .,,xn)onorel,oupevo on6

on6 t4v ggrordUgpgq xorovop4 U(0,30),0 > 0.

Qfi" 6erX0ei 6rt 11 orxoyfvero xotqvopr,llvtrls ororroatx4g (uvoprloqs X1,r; eivot

,.,o\
y1<r rqv nopopretpo 0 (6nou Xb) : ma>c{X1,... ,X"}).

4!gl5

B)

No Bpe0ei o opepol4rrEos eKrlpqrrlg eloltor4g Oroonopog (AOEA) rou

Y)

No e!4yr1oere yroti 11 noo6ult" fi(? + 5 | X1"y) ei,vor crrqorlorrr<n cnrvoprqoq xot

yrori oupninrer pe rov AOEA erctprltrl rou eporqFotog (B).

iirporr1p.1oals, rrou npo6plovror qn6 tqv o1-rot6poperl Kqrovop4 U(0, 0),

oprivcog 6e6opdvo 6u or orortoctxig cn:vopuloers 4(X) :2*, fr$) :

5.

0 > O.

(n*

@e-

1)X1ry,

eivot o1rep6l4Var("3) : #,
Irrottrctlrrlt6.grqgnopopftpov0,(Xg,1:min{Xr,...,Xn},X@):ma>r{X1,...,X"})

Tt(b: *Xot, peVar(fi): *, \far(G) : fi02,

xpttrlpro ro M.T.E.,

H'ro

ppeOei o xo.Lurepog e( ourrirv r(Jv EKnprlrriv pe

Kro

e(etooere eov o xo-l,rirepog e! ourcbv rc)v eKrlprltcbv pe xptrr]pto ro M.T.E. etvor

onoOouxog,

y) vo Bpe0ei 4 oronocrrrl ouvopr4orl

E(fi

I X1,r1)

xor vo 6o0ei 4

Var(P(A I Xt"l)).

Q" n no are
i6H L
.1J

fraro)= +

o{zn

_l

zesz

x- H)

He E(X)=Fr t^ov Vor(5)=62

flpc0"ro ejeroJul Ov eivorA4eox

a S= {fe[R" I {tI)o)>o} = [R*--'*1-R' .6ev e5opnc,ror ono-To o
( xi;0) =
ft+,
i=r

7A

yr.

*-*.
o"( (zn)'
\-,. c(o) -- - t/r*
,?"

+i=r -+

E-txi-F,rt:
r,(cr

O tl'Zn

xi-|-.)'#t
e-*,.

-+cn(zn)-nlne
e

-$ +txi -H)z

t1

D(

( xi- lr)'
I )= +
L=1

c\vHNer G(n HeoK

166 ei ulc,,-r Heol( N1 vcr eTeroou:

6ulr9\!vG Fe To nopopov.rf*6 Kp,rr-lEo
f tx)o)=
.-** 3-, ,^i-F,^)t
Xcr-r ne

e ncr'DXel

nou,-;

-!_

^ \un16;1')

.l(+(xt-|,)', o) kor h(L)=!t4

llpo
H D(X)=5(Xj-F,)t
r\,
I
-E,

eiuo..r enepNus

ll::l:..;: .ti"li

il

A.. -Tou

14

::ff l..,Xr.

J ; 1 = -:"
l'fr, ;1,,
uno6L/volo Tou [R*. &po H D(X) etucr..r nApipHS
Jci xvto

t^

E(^i-|,)t) = =- E(xr-p)': #t"r(xi)= n$'

= L(\Fr'/f=r
t(+ic a;-u)') = ez

E( D(f))

612

v1

f po o +-E,
1,1 !CX;

- 1,)2

eiucu RoeA eK-Trlrr-t-rF-rs -Tou 02

0r
z

I
...-

rl'

v N(o,l)

LtXt-Fr)'=Von(xi)= Ot=> (xi-Ir)t

)nL(otr

1
n' =ad

(*)'. Il = G(,t

Ov X,..N(y,O2)

nBk

ou p= #.,Xi-lr)t

A,.

TOL) ^z
EJ

eiucr.,r enqpNr--rs r,<Qr nAnPFrs

L=i

Qr orr S:(xi-F),
A. Tou et
flpo oPi{t.:
g: E(Sl1 ) nou e\uqr o
HovG6rroS ,noea ei<T'HHrr-rS O

)\r gto) ( Rcro* tsiockvvelt ) .

6u ppnxoH e -rov St-- )- 2-(
xi- H' )'=
--;
I
u

r'*

- \, f -D r-r-I z (+,

o (xi-F)t

eruc.rr HH o n o8e \< 1 oS

6rq t't=L 6rFrnin'loUV

PC^
I

o-il

G L/t i{

Fr

L.: }-.1

-${nczn)-nJlnto',-

I,s) = e\-=_

S^ =
)Q

'-1

-/

P L,-'

fR^

.IUO

nor

-roLr

crvelCip-iHro

e) (

F-t

e v<1t pr r--t-i i:t

L=l

cr')'

L/1.

1"i-,/i1\./'j

noK.

(Ex;, Lx;')
L:l

\az

,Po lepr xi

e'i

L--,

crsl=(-u-,- J_\/
z-o"

ex

n.

r 2 (, * .- r,:1 s)

n,

D=

P*
(x;-p -2)

,6, Zxr _ _3_ </+: ..F

2C' t"1

-::

r:ri.$)

vor enqr:Ntis
\
1
lp,

,.

(- oo, O')

ovo r xrb un oe Ouoao To\l

tr

\'r,

fl

eiVor tr."

6roX

O,Po
I

6orxrlroJo-:

E(X')= V0r(x)

E(x'-ts1
'n

= i'

APo

xol

\l^Z

.-')

--'2
X' - , S'

z(

6nio66
'rpo

S, eiuor
nos

A.--l-\---

-pu-o)

-.x

L-1

1-1

iot

ToL)

z7r
Z-xi
t

1-1
AOe/\ -roL)

02

L=r

-l

xrf

_l

o2

nOcA tOu P'+ .,'

( E xi)= ny
L='

r (

<- v-2\._
t

=l

n pf

* lo'

n( p'+ o2)

S' AoeA .rou o2

- e p.^: ol r
5u, rov Sr
E(Sr)= E((

* fr'
)'= o"
rl

x-+" s'

(ot) =

N0t

s')')
-c.

oz Y

\F-i
I,

-L

(o')= , Apt

E(Y')

6"

\'
)

oz

>, n
r Kc(\ 1

')(g

_.,)

GDo ( n-r) Sa

r62

^i

\-/----J

:D S'=

O"-Y

fl-

)f

2
,,-.r

1)r)

E( x):rn
Vor (x)= 2l-rt

L='

i=l

m-t
LZ

re)J'

5z-f'l -l 5(xi-x)'
> :+ 3tx,-Xf =(rl-rtS2

q*i)%

X.r-

6cra'Fq-

,/

^l

oa

/)

. -Toc.,

Tou

S2

a rou lr'

flpoxon-iet oct

,/a-------\-

E( X

[rcr.ri S'A

Aoe

.,2

Nol o

l"^

rrr.l"

oO

(
)

i'. n-l

r(q1)

2L

n-l

.J

-e

-a

dg=

oo

lv

r(5),e

r/2

(1-tl

(l-1

++!) '

i-(

n-l

)' t(.n,1) z-

r( -5le);/'
(q-.,)'/"(+)

1,

dy

O,

6"
.C.

_9z

o5-r

n-l
2,

-l

(n-.)'/'r(

,PA

r (-n-r+r
)S

6uv q

P(H

6H T+rs

n-l \

S.

o.A Tou 6"

r"'
e

nqpx

a
Ir,.)oq
Aoa
ulqrvuu
--l--'
J

crca

r.(o

-To
6\ct
v ^.
,-

I
I-i

(f

n 2 fipir

/o = f * dPo ov Fp,"n dvo 51 A.e rou F t,<q t Sz

\. G . roL, '/O 'rore E ( S, 'Sz) = V/o Hc -THv nPou no r6H <irr Sr Kol Sz vcl e\vot oveiqPrH-('s'
\Selc^: F\.. -Tou I, nou vo e\v ol 6u vCtp-IHGH rnS
nopxoos xor n2rip".rs . 1. r 611 nnTo H el Uo.l 1-re6n
Zr,cI)
rrprri r6re A., E\uGt o x = L ixi=4
i-r
I
1

L=l

. rou n/A flotr vo e\uo.r 6uvopTF-r6H rHS D(I)

Oo*eKTr;ruerl npu'51o Tcl Oz flo.r d.xer R.,. THv
KarovoyH.
V
Sz= -f. L(Xi-XY
i=r
g Oe At_^:

1-I

wS exrryu-rfi rou + (H oI.,ePr:lnYia

+
6ev e.\vot 6p<:yp rx6s
Ae ru 6tcrrrrpei-ro r Sori ro +
s
p -rq 6x nFa-Ir e F bs )
TQv

AoxryoJtr,

E(#)

t/i-1
c'
\j n-1

7)
l(

o'

or

s2=

fn-1
('

s lrln-r

'0!rtr:s

S'=

Tou

L(+
\tV n-1

frver vo

"THS D(X)

no

I-,

t{nr 'S

oe

ex.l
F -rp o ou-re

l.,, oc-re oa cipo

Eiucr r 6la rDe p ci

61q's tPc,

ove{,i

P-

Ner 92.

\rl=

lo

xu)

= E(x)

:+E

\'/z

A. rou
'

H -TH

8: t( 7)t\

no\)

,.

2uvoy'' Jovrcrs
A.

-T

yY,

ri n-t

#o'y

s=$r
,1

o.

H X 6ev

l*

E(

ove

XO

{n-r 'S

{'

6rc,r'

's/t\ = P'E= I-o

I

6tt5t^:

o('J

-To S eiv611 6uvoprH6t-r

+(xi-x)'

L-

1=1

ovt{

'

1r
D,(X)-n(+
rl-1 L
,

niens

rn

-Icv

=f #)'pe
c-,proprb

6uv.i P.FrGHs

)'",.,fLi-r

Dr(X))tI

rnS ni'i)

-Tr)v ur)oao6r1u.r

rnS yeGnS -,FriS

" {y (:)cl 5

v'
r6xt-r$i{ 3

i =
iCt
oHo,5F,o p.bu xCrTO\r olrti
Ft x)-ze
c
O+O
,
,-C
1,.-eie
Oaxe19
l1
tz
\z =: EG
I

'TF1V

,.1.

i lx,'llo

()) E(zlx, t)= Ze (i Xrl) = z ( ix,t

*,
-l"l
)
20
-o
_ I / o?- o'\- I .f = e

- o \ z 'Z l-

_-L

,L

-> Hrz lziXr l, O) = Vor(ztx,l)'+

L+

vor(r

xrr) = u(+')=
. i .,n

( E(zl

'

^!n rrgf

S= i I lR" / Ftf ;CI1>o]

>cf. 6ev eivo-r HeOK.

e{crp-rcr-(crl

e-n0n(zO)
crnd -To tS

1) - O a Xcrt
_e1x40
.
r1,
-:
(xi)=
t D,craarcl\s tL o , cl 1,1 tLrS'"
Xc:-l ( Xcn)

f 1,

1o,

o li

reSs

xrl)-CI)

! Xcn'' (

J_o

I(-o)o) (X,,.',)
h ( x)

1(X.n,,o)

Apo T(X)'= Xrr,1 e'i vot enqPY.frS

ner6fi 6ev Lxut oK H n2r-tpo1 r-l-ro, Oc-r npoxod,er
oA.lci np.ora npener vcr pp.o
p^i.eu,r Tou
:p'6po$
'THV Kcr-TqvopH -r.ns yi-616rnS n.lporfipueHS.
l6xuer c)-T t ov J= Xt,..,r xcrl X1 .^,, f,( K\S) Tore
I

fr(t)= nLFl(t)]n-'. [,tt;e) oncu Fr(t)= p(x.st)

3o

l-.loJq) ro v

-T

o no

6-rnv

t^ol

oe ur n6n

x.^:

F,tt)= ?(xr3b)= f I dx = +lt=l:L ),*o(t<e

r 20
zo]., Vy
o

tnoHe vL^..s,

{r(t)= n ( + )^-'

zo /

7i.pr-- oci

l.=

n t^-'
(z o)^

2C

E($(-T))=o

=>f
-8

:+>

.1

r .f(t) ttn-t clJ t--o

t -- o
J

oF<:rb,-.r6rJ*

u,.lS

ngss

n"l

gt L)

db=t3 )VO>o

+ $(o)(o)n-',2 =e'+

-:>

nL
(20)n

V,se O

-o

7-o4E<o

O(e)=O,VOcO

=b

$(t)=o,Vklo

o,
\n;\oCri H T(X)= Xtn) elvQ\ naipus
cEl(T)=

E(x..,,) =

tF-r(1,)db

-!
o
n (t"dl=

:-JE
[,

( zo)n

-6

-8
n
(

zo)'

nt
(

n-[

zo)"

c{ E

rh

NL
( zo)"

tJ

-o
n

i-

dt

On+l

16)" L"+'

.-Dttl
n+t

(zo)t

_n

2 ot*l
n+ 1

n+1

z0

2no=> E(
D E(T)= n+1
n*1 f
2n

)pq
'
'' O X V

;#

r \=I

eivol Ao,A eu(rtYH-r 6s Tou g

t,o AO.4 TO., e'

\or(rlrciS<^l -Tov X,..,.,..

-(Xcn,t)=

)x

.n+

2e
r+

f-'(r+n)

il

n_1

dx

L r+ n j-o

(ze) "

lPo

,nx

(eg)n
-o
r xt* n I G

(zo)^
n

,,. vr

rr+
n
lx
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