LAD PARAMETER ESTIMATION of SaS BASED on SAMPLE CHARACTERISTIC FUNCTION  

作　　者：陈高波[1] 

机构地区：[1]武汉工业学院数理科学系,湖北武汉430023

出　　处：《科技信息》2010年第25期I0028-I0028,I0027,共2页Science & Technology Information

基　　金：Supported by Hubei Educational Committee grant Q20091809;Wuhan Polytechnic University grant 2009Y21

摘　　要：Parameter estimation to alpha stable distribution is difficult for without a explicit probability density function. On the base of sample characteristic function,an iterative LAD parameter estimation algorithm for SaS is discussed. The example illustrates that the algorithm is feasible and efficient.Parameter estimation to alpha stable distribution is difficult for without a explicit probability density function. On the base of sample characteristic function,an iterative LAD parameter estimation algorithm for SaS is discussed. The example illustrates that the algorithm is feasible and efficient.

关 键 词：概率 密度函数 计算方法 迭代参数 

分 类 号：O211[理学—概率论与数理统计]