CRAMER-RAO BOUNDS AND ESTIMATION OF THE PARAMETERS OF THE GUMBEL DISTRIBUTION

被引：20
|
作者：
CORSINI, G
GINI, F
GRECO, MV
VERRAZZANI, L
机构：
来源：
IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS | 1995年 / 31卷 / 03期
关键词：
D O I：
10.1109/7.395217
中图分类号：
V [航空、航天];
学科分类号：
08 ; 0825 ;
摘要：
Maximum likelihood (ML) algorithms and Cramer-Rao (CR) bounds for the location and scale parameters of the Gumhel distribution are discussed First we consider the case in which the scale parameter is known obtaining the estimator of the location parameter by solving the likelihood equation and then evaluating its performance. We next consider the case where both the location parameter and the scale parameter are unknown and need to be estimated simultaneously from the reference samples. For this case, performance is analyzed by means of Monte-Carlo simulation and compared with the asymptotic CR bound.
引用
收藏
页码：1202 / 1204
页数：3
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