CHOICE OF BEST ESTIMATE FOR THE MEASURED VALUE FROM STRONGLY DISCRETIZED OBSERVATIONS

被引：5

作者：

Masterenko, D. A. ^{[1
]}

机构：

[1] Moscow State Technol Univ Stankin, Moscow, Russia

来源：

MEASUREMENT TECHNIQUES | 2011年 / 54卷 / 07期

关键词：

statistical model; sampled observations; maximum likelihood estimate; Pitman estimate;

D O I：

10.1007/s11018-011-9801-1

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

The problem of choosing the best statistical estimate of observations when the random spread in the values is comparable to the scale and the measured quantity is a continuous scalar parameter is examined. A formula similar to the Pitman estimate is obtained. The properties of this estimate and its relation to the Bayesian estimate are analyzed.

引用

页码：764 / 768

页数：5