- Tytuł:
- Approximated fast estimator for the shape parameter of generalized Gaussian distribution for a small sample size
- Autorzy:
- Krupiński, R.
- Powiązania:
- https://bibliotekanauki.pl/articles/201165.pdf
- Data publikacji:
- 2015
- Wydawca:
- Polska Akademia Nauk. Czytelnia Czasopism PAN
- Tematy:
-
estimation
generalized Gaussian distribution
standardized moment
approximated fast estimator
estymacja
oszacowanie
rozkład Gaussa
moment standaryzowany - Opis:
- Most estimators of the shape parameter of generalized Gaussian distribution (GGD) assume asymptotic case when there is available infinite number of observations, but in the real case, there is only available a set of limited size. The most popular estimator for the shape parameter, i.e., the maximum likelihood (ML) method, has a larger variance with a decreasing sample size. A very high value of variance for a very small sample size makes this estimation method very inaccurate. A new fast approximated method based on the standardized moment to overcome this limitation is introduced in the article. The relative mean square error (RMSE) was plotted for the range 0.3-3 of the shape parameter for comparison with other methods. The method does not require any root finding, any long look-up table or multi step approach, therefore it is suitable for real-time data processing.
- Źródło:
-
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2015, 63, 2; 405-411
0239-7528 - Pojawia się w:
- Bulletin of the Polish Academy of Sciences. Technical Sciences
- Dostawca treści:
- Biblioteka Nauki
Artykuł