Mathematics and Computers in Simulation ( IF 4.6 ) Pub Date : 2021-01-05 , DOI: 10.1016/j.matcom.2020.12.026 Jun Zhao , SungBum Kim , Hyoung-Moon Kim
The Nakagami distribution is widely applied in various areas such as communicational engineering, medical imaging, multimedia, among others. New MLE-like estimators in closed-form are proposed for the Nakagami parameters through the likelihood function of the generalized Nakagami distribution, which contains the Nakagami distribution as a special case. For the MLE-like estimators of the Nakagami distribution, the scale parameter () estimator is the same as its maximum likelihood estimator (MLE) and the shape parameter () estimator performs close to the corresponding MLE. Strong consistency and asymptotic normality of the MLE-like estimators are confirmed in large-size samples. To reduce the bias in the samples with small sizes, four bias-corrected estimators of the shape parameter (, , , and ) are developed based on its MLE-like estimator. The second bias-corrected estimator is asymptotically unbiased and consequently, the third one and fourth one are also asymptotically unbiased because they are the approximations of the . Simulation studies and a real data example suggest that four bias-corrected estimators, especially the latter three, significantly improve the small-sample performance.
中文翻译:
Nakagami分布的闭式估计量和偏差校正估计量
Nakagami发行版广泛应用于通信工程,医学成像,多媒体等各个领域。通过广义的Nakagami分布的似然函数,针对Nakagami参数,提出了一种新的MLE估计形式的闭式估计量,其中广义Nakagami分布包含Nakagami分布作为特例。对于Nakagami分布的类似MLE的估计量,尺度参数()估计器与其最大似然估计器(MLE)和形状参数()估算器的效果接近相应的MLE。在大样本中证实了MLE样估计量的强一致性和渐近正态性。为了减少小尺寸样本中的偏差,请使用形状参数的四个偏差校正估计器(, , 和 )是根据类似MLE的估算器开发的。第二个偏差校正的估算器 是渐近无偏的,因此,第三个 和第四 也是渐近无偏的,因为它们是 。仿真研究和一个真实的数据示例表明,四个偏差校正的估计量,尤其是后三个,大大改善了小样本性能。