2 D(A)=DO ∑i1)=( 2 )2∑2D(X1) n(n+D)il n(n+1) 2D(X1) 4n(n+1)(2n+1)D(X) n(n+ 6 2(2n+1)DX n→ 3n(n+1) 所以An是的相合估计= + = + = ∑ ∑ = = ) ( ) ( 1) 2 ) ( ( 1) 2 ( ˆ ) ( 1 2 2 1 n i i n i n i i D X n n iX n n D µ D = + ∑= ( ) ( 1) 4 1 2 2 2 n i D Xi i n n = + + + ( ) 6 ( 1)(2 1) ( 1) 4 2 2 D X n n n n n 0 3 ( 1) 2(2 1) → + + n n n DX (n → ∞) 所以µ n ˆ 是µ 的相合估计. 10