Open AccessWidening valid estimation range of multilook Pareto shape parameter with closed‐form estimators
Author(s) -
Hu Chong,
Luo Feng,
Zhang Linrang,
Fan Yifei,
Chen Shuailin
Publication year - 2016
Publication title -
electronics letters
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.375
H-Index - 146
eISSN - 1350-911X
pISSN - 0013-5194
DOI - 10.1049/el.2016.1636
Subject(s) - estimator , range (aeronautics) , mathematics , shape parameter , pareto principle , estimation theory , generalized pareto distribution , pareto distribution , mathematical optimization , statistics , algorithm , engineering , extreme value theory , aerospace engineering
Two improved estimators for estimating the shape parameter of multilook Pareto distribution are proposed. The proposed estimators are aimed at widening the valid estimation range of the shape parameter by using the assemble averages < z r > and < z r log z >. Moreover, the estimators are closed‐form if r takes the negative integers. Compared with the existing estimators which are either non‐closed‐form or invalid for small shape parameters, the proposed estimators can estimate the shape parameter in the whole range from zero to infinity with closed forms. Simulation results demonstrate the better estimation performance of the proposed estimators.