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.
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
关键词
概率
密度函数
计算方法
迭代参数
Parameter Estimation
Sample characteristic function
Least absolute deviation
