A Lower Bound for the Variance of Estimators for Nakagami m Distribution

نویسندگان

  • Rangeet Mitra
  • Amit Kumar Mishra
  • Tarun Choubisa
چکیده

Recently we have proposed a maximum-likelihood iterative algorithm for estimation of parameters of the Nakagamim distribution. This technique performs better than state of art estimation techniques for this distribution. This could be of particular use in low-data/block based estimation problems. In these scenarios, the estimator should be able to give accurate estimates (in the mean square sense) with less amount of data. Also, the estimates should improve with increase in number of blocks received. In this paper, we see through our simulations, that our proposal is well designed for meeting such requirements. Further, it is well known in the literature that an efficient estimator does not exist for the Nakagami-m distribution. In this paper, we also derive a theoretical expression for the variance of our proposed estimator. We find that this expression clearly fits the experimental curve for the variance of the proposed estimator. This expression is pretty close to the Cramer Rao Lower Bound (CRLB).

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A New Lower Bound for Completion Time Distribution Function of Stochastic PERT Networks

In this paper, a new method for developing a lower bound on exact completion time distribution function of stochastic PERT networks is provided that is based on simplifying the structure of this type of network. The designed mechanism simplifies network structure by arc duplication so that network distribution function can be calculated only with convolution and multiplication. The selection of...

متن کامل

A New Lower Bound for Completion Time Distribution Function of Stochastic PERT Networks

In this paper, a new method for developing a lower bound on exact completion time distribution function of stochastic PERT networks is provided that is based on simplifying the structure of this type of network. The designed mechanism simplifies network structure by arc duplication so that network distribution function can be calculated only with convolution and multiplication. The selection of...

متن کامل

Comparison between Frequentist Test and Bayesian Test to Variance Normal in the Presence of Nuisance Parameter: One-sided and Two-sided Hypothesis

 This article is concerned with the comparison P-value and Bayesian measure for the variance of Normal distribution with mean as nuisance paramete. Firstly, the P-value of null hypothesis is compared with the posterior probability when we used a fixed prior distribution and the sample size increases. In second stage the P-value is compared with the lower bound of posterior probability when the ...

متن کامل

Estimating a Bounded Normal Mean Under the LINEX Loss Function

Let X be a random variable from a normal distribution with unknown mean θ and known variance σ2. In many practical situations, θ is known in advance to lie in an interval, say [−m,m], for some m > 0. As the usual estimator of θ, i.e., X under the LINEX loss function is inadmissible, finding some competitors for X becomes worthwhile. The only study in the literature considered the problem of min...

متن کامل

The Structure of Bhattacharyya Matrix in Natural Exponential Family and Its Role in Approximating the Variance of a Statistics

In most situations the best estimator of a function of the parameter exists, but sometimes it has a complex form and we cannot compute its variance explicitly. Therefore, a lower bound for the variance of an estimator is one of the fundamentals in the estimation theory, because it gives us an idea about the accuracy of an estimator. It is well-known in statistical inference that the Cram&eac...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • CoRR

دوره abs/1402.0452  شماره 

صفحات  -

تاریخ انتشار 2014