1658统计简单derivationshort
Best Blend of Two Correlated Unbiased Signals
题目
Two unbiased estimators of the same parameter have variances 9 and 4, and their correlation is 0.5. For T(a) = aT1 + (1-a)T2, what value of a minimizes variance, and what is the resulting minimum variance?
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0:00
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你的答案
a
minimum variance