闭合表达式的Pareto分布参数估计范围扩展

doi:10.3969/j.issn.1001-2400.2017.02.006

摘要/Abstract

摘要：

N次观测Pareto分布的二阶矩在形状参数小于等于2时无意义，因此正整数阶的矩估计法不能有效估计真值小于2的形状参数．针对该问题，提出了负一、二阶矩的估计法对N次观测Pareto分布形状参数的有效估计范围进行扩展．理论分析与仿真结果均表明: 相比正的一、二阶矩估计，负一、二阶矩估计法能够在真值小于2的情况下对形状参数进行有效估计; 同时，相比正分数或负分数阶矩估计，阶矩取-1与-2时估计表达式闭合，计算量更小．因此，该估计法能够有效地对形状参数估计范围进行扩展，并且其估计表达式是闭合的，具有较高的运算效率．

关键词: 参数估计, 雷达杂波, Pareto分布, 形状参数, N次观测

Abstract:

The second order moment of the multi-look Pareto distribution is invalid when the shape parameter is less than 2, so the method of the first two moments cannot estimate the shape parameter less than 2. This paper proposes the method for estimating the shape parameter of multi-look Pareto distribution. The method not only widens the valid range of parameter estimation, but also the expression for estimation is closed. Theoretical analysis and experiment both prove that the method can estimate shape parameter less than 1 compared with the method of moments and that costs are lower in computation than the method of fractional moments.

Key words: parameter estimation, radar clutter, Pareto distribution, shape parameter, multi-look

胡冲;罗丰;张林让;陈帅霖;范一飞. 闭合表达式的Pareto分布参数估计范围扩展[J]. 西安电子科技大学学报, 2017, 44(2): 33-36+113.

HU Chong;LUO Feng;ZHANG Linrang;CHEN Shuailin;FAN Yifei. Closed-form estimator for widening valid estimation range of Pareto parameter[J]. Journal of Xidian University, 2017, 44(2): 33-36+113.

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