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1. 简述BLUE的含义。
参考答案和解析
BLUE即最佳线性无偏估计量,是bestlinearunbiasedestimators的缩写。(2分)在古典假定条件下,最小二乘估计量具备线性、无偏性和有效性,是最佳线性无偏估计量,即BLUE,这一结论就是著名的高斯-马尔可夫定理。(3分)
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