一元p范分布的参数快速估计方法
A Fast Parameter Estimation in p-norm Distribution
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摘要: 首先得到了一元p范分布在不同情况下的估计效率公式,给出了选择不同尺度参数时Lp估计的效率,说明了选择合适尺度参数的重要性;然后根据误差分布的实际情况,从一元p范分布的概率密度函数和统计性质出发,利用绝对矩得到了尺度参数和方差的合理选择公式。通过曲线拟合的公式,给出了一种一元p范分布的参数p的估计方法,并用两个模拟算例对本文方法进行了验证。Abstract: The p-norm distribution is an extensive distribution family of measuring errors.For each concrete measuring data,we can selected a suitable value for p to make the theoretical model of the error distribution,which was used in data processing be more close to the real one of the error than the normal distribution.We discussed the relation between p value and the efficiency of Lp estimation,then bring up a fast parameter estimation method of p-norm distribution.Finally,we verify the method by simulation.