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對N次觀測Pareto分布參數(shù)有效估計范圍的擴(kuò)展

胡沖,  羅豐,  張林讓,  范一飛,  陳帥霖

胡沖, 羅豐, 張林讓, 范一飛, 陳帥霖. 對N次觀測Pareto分布參數(shù)有效估計范圍的擴(kuò)展[J]. 電子與信息學(xué)報, 2017, 39(2): 412-416. doi: 10.11999/JEIT160307
引用本文: 胡沖, 羅豐, 張林讓, 范一飛, 陳帥霖. 對N次觀測Pareto分布參數(shù)有效估計范圍的擴(kuò)展[J]. 電子與信息學(xué)報, 2017, 39(2): 412-416. doi: 10.11999/JEIT160307
HU Chong, LUO Feng, ZHANG Linrang, FAN Yifei, CHEN Shuailin. Widening Efficacious Parameter Estimation Range of Multi-look Pareto Distribution[J]. Journal of Electronics & Information Technology, 2017, 39(2): 412-416. doi: 10.11999/JEIT160307
Citation: HU Chong, LUO Feng, ZHANG Linrang, FAN Yifei, CHEN Shuailin. Widening Efficacious Parameter Estimation Range of Multi-look Pareto Distribution[J]. Journal of Electronics & Information Technology, 2017, 39(2): 412-416. doi: 10.11999/JEIT160307

對N次觀測Pareto分布參數(shù)有效估計范圍的擴(kuò)展

doi: 10.11999/JEIT160307
基金項(xiàng)目: 

國家重大科學(xué)儀器設(shè)備開發(fā)專項(xiàng)(2013YQ20060705)

Widening Efficacious Parameter Estimation Range of Multi-look Pareto Distribution

Funds: 

The National Major Scientific Instruments and Equipment Development Program(2013YQ20060705)

  • 摘要: 基于 zln(z) 方法的N次觀測Pareto分布參數(shù)估計不能有效估計形狀參數(shù)小于1的情形。該文采用 zrln(z) 方法對基于 zln(z) 的方法進(jìn)行擴(kuò)展，將N次觀測Pareto分布的形狀參數(shù)的有效估計范圍進(jìn)行擴(kuò)大。文中推導(dǎo)了N次觀測Pareto分布參數(shù)估計的表達(dá)式，從理論上證明該方法能夠估計小于1的形狀參數(shù)。仿真結(jié)果表明：r1 時， zrln(z) 方法能夠在該擴(kuò)大的范圍內(nèi)有效地估計形狀參數(shù)。
    Abstract: The method for estimating the parameters of multi-look Pareto distribution based onzln(z) can not estimate the shape parameter less than 1. To overcome the drawback, it is generalized byzrln(z), which widens the efficacious range for shape parameter to be estimated. The expression of parameter estimation is deduced so as to demonstrate that the proposed method is able to estimate the shape parameter less than 1 theoretically. The simulation results validate that the method of zrln(z) is able to estimate the shape parameter more efficaciously in the range ofr1.
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出版歷程
  • 收稿日期:  2016-04-01
  • 修回日期:  2016-09-01
  • 刊出日期:  2017-02-19

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