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对N次观测Pareto分布参数有效估计范围的扩展

胡冲 罗丰 张林让 范一飞 陈帅霖

胡冲, 罗丰, 张林让, 范一飞, 陈帅霖. 对N次观测Pareto分布参数有效估计范围的扩展[J]. 电子与信息学报, 2017, 39(2): 412-416. doi: 10.11999/JEIT160307
引用本文: 胡冲, 罗丰, 张林让, 范一飞, 陈帅霖. 对N次观测Pareto分布参数有效估计范围的扩展[J]. 电子与信息学报, 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

对N次观测Pareto分布参数有效估计范围的扩展

doi: 10.11999/JEIT160307
基金项目: 

国家重大科学仪器设备开发专项(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次观测Pareto分布参数估计不能有效估计形状参数小于1的情形。该文采用 zrln(z) 方法对基于 zln(z) 的方法进行扩展,将N次观测Pareto分布的形状参数的有效估计范围进行扩大。文中推导了N次观测Pareto分布参数估计的表达式,从理论上证明该方法能够估计小于1的形状参数。仿真结果表明:r1 时, zrln(z) 方法能够在该扩大的范围内有效地估计形状参数。
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出版历程
  • 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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