Explicit Expressions for the Bias and Variance of the ML Estimated Gumbel Distribution Parameters

Sinha A.; Kirubarajan T.; Bar-Shalom Y.

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Explicit Expressions for the Bias and Variance of the ML Estimated Gumbel Distribution Parameters

机译：ML估计的Gumbel分布参数的偏差和方差的显式表达式

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摘要

Explicit expressions are derived for the bias and the variance of the maximum likelihood (ML) estimator of the Gumbel distribution.

机译：导出了Gumbel分布的最大似然（ML）估计量的偏差和方差的明确表达式。

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《IEEE Transactions on Aerospace and Electronic Systems》 |2007年第3期|p.1107-1108|共2页
作者
Sinha A.; Kirubarajan T.; Bar-Shalom Y.;
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正文语种 eng
中图分类航空;
关键词
maximum likelihood estimation; statistical distributions; Gumbel distribution; explicit expressions; maximum likelihood estimation;

机译：最大似然估计;统计分布;Gumbel分布;显式表达式;最大似然估计;

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6. ESTIMATING THE GUMBEL SCALE PARAMETER FOR LOCAL ALIGNMENT OF RANDOM SEQUENCES BY IMPORTANCE SAMPLING WITH STOPPING TIMES [O] . Yonil Park, Sergey Sheetlin, John L. Spouge -1

机译：估计随机序列的局部对准的Gumbel比例通过停止时间的重要性抽样
7. Figure 9: Distributions of the bias relevant to the estimation of GC on the null links (BIAS0), (A) and on the non-null links (BIAS1), (B) plotted as a function of the ratio between data samples available and number of parameters to be estimated (K), for OLS estimation (blue) and ANN estimation (red). [O] . -1

机译：图9：与空链路（BIAS0），（a）和非空链路（bias1）和非空链路（bias1）和非空链路（b）上的偏差有关的偏见的分布作为可用数据样本之间的比率的函数绘制估计的参数数（k），用于OLS估计（蓝色）和ANN估计（红色）。
8. ESTIMATION OF LOCATION AND SCALE PARAMETERS FROM ORDERED SAMPLES WITH NUMERICAL APPLICATION TO THE GUMBEL AND WEIBULL DISTRIBUTIONS SUPPLEMENT 1. TABLES OF MEAN VALUES, VARIANCES, AND COVARIANCES OF THE ORDER STATISTICS FOR THE GUMBEL DISTRIBUTION FOR SAMPLE SIZES UP TO AND INCLUDING N=31 [R] . Arne Fransen 1974

机译：从有序样本中估算位置和比例参数，并对数量应用于GUmBEL和Weibull分布补充1.样本数量的GUmBEL分布的统计值，方差和协方统计表格，包括N = 31

Explicit Expressions for the Bias and Variance of the ML Estimated Gumbel Distribution Parameters

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