標題: The Mean Estimation of the Combined Quantities by the Asymptotic Minimax Optimization
作者: Lo, Wen-Hui
Chen, Sin-Horng
交大名義發表
National Chiao Tung University
關鍵字: Sample mean;central limit theorem;maximum likelihood estimation;quantile;combined quantities
公開日期: 2009
摘要: The mean value estimation for the output quantity of combined random variables is one of the major issues in measurement. In this paper, a new quantile-based maximum likelihood estimation (QMLE) method for mean value estimation is proposed. It fuses the concept of both empirical and symmetric quantile to incorporate the order statistics into the QMLE. Unlike Sample mean derived basing only on the maximum likelihood criterion, the QMLE also considers MMSE defined using the quasi symmetric quantiles (QSQ), i.e., the first- and last-order samples. Simulation results confirm that the proposed QMLE mean estimator outperforms the conventional Sample mean estimator. This work also gives a looking-up table for the refinement corresponding to the QSQ adjustments.
URI: http://hdl.handle.net/11536/17759
http://dx.doi.org/10.1109/AMUEM.2009.5207602
ISBN: 978-1-4244-3592-0
DOI: 10.1109/AMUEM.2009.5207602
期刊: 2009 IEEE INTERNATIONAL WORKSHOP ON ADVANCED METHODS FOR UNCERTAINTY ESTIMATION IN MEASUREMENT
起始頁: 63
結束頁: 68
顯示於類別:會議論文


文件中的檔案:

  1. 000274329100013.pdf