常见的教科书中通常采用混合样本方差作为方差相等的两个正态总体方差的估计,而对其优良性却鲜有解释.在本文中,我们证明了混合样本方差是总体方差的UMVUE,即一致最小方差无偏估计.
For the two normal populations that have the same variances,we always use the combined sample variance to estimate the variance.However,there are little explanations about its superiorities in our teaching books.In this paper we shall prove that it is the UMVUE.