对N次观测Pareto分布参数有效估计范围的扩展

Widening Efficacious Parameter Estimation Range of Multi-look Pareto Distribution

基于<zln(z)>方法的N次观测Pareto分布参数估计不能有效估计形状参数小于1的情形。该文采用<zrln(z)>方法对基于>zln(z)>的方法进行扩展,将N次观测Pareto分布的形状参数的有效估计范围进行扩大。文中推导了N次观测Pareto分布参数估计的表达式,从理论上证明该方法能够估计小于1的形状参数。仿真结果表明:r<<1时,<zrln(z)>方法能够在该扩大的范围内有效地估计形状参数。

The method for estimating the parameters of multi-look Pareto distribution based on 〈zln（z）〉 can not estimate the shape parameter less than 1. To overcome the drawback, it is generalized by 〈zrln（z）〉, which widens the efficacious range for shape parameter to be estimated. The expression of parameter estimation is deduced so as to demonstrate that the proposed method is able to estimate the shape parameter less than 1 theoretically. The simulation results validate that the method of 〈zrln（z）〉 is able to estimate the shape parameter more efficaciously in the range of r〈〈1.