本文以常態分佈，指數分佈，柯西分佈，均勻分佈為例，考慮m.l.e 及Bayes估計，說明參數和可以直接估計也可以間接估計，我們比較直接估計及間接估計之優劣，比較標準為均方差或Pitman測度。 The sum of parameters of normal,exponential,Cauchy and uniform distributions can be estimated directly and indirectly. We compare these two estimation methods based on mean square error or Pitman measure of closeness. The estimators considered includes m.l.e and Bayes estimators.
