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Volume 41 Issue 1
Jan.  2015
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Journal of Beijing University of Aeronautics and Astronautics  > 2015  >  41(1): 45-49.
LI Dapeng. V-estimator with corrective term for K-distribution shape parameter[J]. Journal of Beijing University of Aeronautics and Astronautics, 2015, 41(1): 45-49. doi: 10.13700/j.bh.1001-5965.2014.0054(in Chinese)
Citation: LI Dapeng. V-estimator with corrective term for K-distribution shape parameter[J]. Journal of Beijing University of Aeronautics and Astronautics, 2015, 41(1): 45-49. doi: 10.13700/j.bh.1001-5965.2014.0054(in Chinese)
shu

V-estimator with corrective term for K-distribution shape parameter

doi: 10.13700/j.bh.1001-5965.2014.0054

  • Academy of Opto-electronics, Chinese Academy of Science, Beijing 100094, China

  • Received Date: 27 Jan 2014
  • Publish Date: 20 Jan 2015
    Abstract
  • The V-estimator (VE) for K-distribution shape parameter proposed by Oliver in 1993, bears the characteristics of without solving non-linear equations so it has a high estimating efficiency, but the estimating accuracy of it is lower than that of many other moment estimators, sometimes the VE even results in odd value. In order to make the best use of the advantages and bypass the disadvantages, on the basis of derivation and analysis of the VE bias, by means of a set of Monte-Carlo experiments, the V-estimator with corrective term (VCE) was discussed, which overcomes the shortcomings above of the VE. Simulation results show that not only the estimating accuracy of the VCE is significantly superior to the VE, but also, on both of estimating accuracy and efficiency, to the U-estimator considered as the moment estimator with the highest accuracy usually. Especially, experiment results demonstrate that the VCE is better suited to performing in the case of small samples, this feature makes it possible that the VCE is more applicable to the practice.

     

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