一元有界p范分布的参数自适应估计

基金项目: 国家自然科学基金资助项目(40274005);湖北省自然科学基金资助项目(2004ABA032);国家博士后基金资助项目(2005038362)

详细信息

Parameter Adaptive Estimation of Bounded p-norm Distribution

¹ Faculty of Engineering,China University of Geosciences,388 Lumo Road,Wuhan 430074,China ;² Department of Land Science,China University of Geosciences,29 Xueyuan Road,Haidian District,Beijing 100083,China

Funds: 国家自然科学基金资助项目(40274005);湖北省自然科学基金资助项目(2004ABA032);国家博士后基金资助项目(2005038362)

摘要: 根据实际观测误差的有界性,得到了有界误差分布的一般模式,讨论了此分布的数学期望、方差和特征函数等数字特征,得到了极大似然估计方程。模拟算例的结果表明,有界p范分布参数估计的结果优于无界p范分布极大似然估计的结果。
- Lp估计 /
- 有界p范分布 /
- 参数估计
Abstract: The calculating formulas of the monadic p-norm maximum likelihood adjustment are discussed,the propertics of Lp estimation are introduced.Under the assumption that the distribution of observations is unimodal and symmetry,this method can give the estimated values of parametric.Its numerical characteristics is specifically calculated,and its limit process is ordinary p-norm distribution.
- Lp estimation /
- bounded p-norm distribution /
- parametric estimations