A Fast Parameter Estimation in p-norm Distribution

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.