Approximated fast estimator for the shape parameter of generalized Gaussian distribution for a small sample size
نویسندگان
چکیده
منابع مشابه
Approximated fast estimator for the shape parameter of generalized Gaussian distribution
Most estimators of the shape parameter of generalized Gaussian distribution (GGD) assume asymptotic case when there is available infinite number of observations, but in the real case, there is only available a set of limited size. The most popular estimator for the shape parameter, i.e., the maximum likelihood (ML) method, has a larger variance with a decreasing sample size. A very high value o...
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A Review of Estimating the Shape Parameter of Generalized Gaussian Distribution
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ژورنال
عنوان ژورنال: Bulletin of the Polish Academy of Sciences Technical Sciences
سال: 2015
ISSN: 2300-1917
DOI: 10.1515/bpasts-2015-0046