variance criterion
5.A study of the population ξ which is known to have a power series distribution given by P(ξ = k) = akθk/f(θ), k = c, c + 1,……, has been made. Firstly, the estimable criterion ofparamatric function g(θ) is verified and secondly, the authors find out the class of estimable function and give the corresponding uniformly minimum variance unbiased estimation(UMVUE).
6.Based on the idea of optimum estimation and AIC criterion, an AR model with time varying coefficients is established for random drift rate of electrostatic suspended gyro (ESG) by recursive algorithm. Further more, the time varying coefficients, their canonical standard errors and model?s residual variance are discussed. According to the variant condition of the coefficients and their canonical standard errors we distinguish that whether or not there is singular signal (or failure).
