您目前所在的位置:首页 - 期刊简介 - 详细页面

铁道科学与工程学报

JOURNAL OF RAILWAY SCIENCE AND ENGINEERING

Vol. 9    No. 4    December 1999

[PDF Download]    [Flash Online]

    

Choice of estimation of unknown parameter under contaminated error model
Wang Zhizhong(王志忠); Zhu Jianjun(朱建军)

College of Resource; Environment and Civil Engineering; Central South University of Technology; Changsha 410083; P. R. China

Abstract:The ε -contaminated normal distribution, ψ(Δ ) = (1 - ε )ψ0(Δ ) +εψ1 (Δ ), was considered as error model occurring in practice (ψ = probability function, Δ = observation error). The variances of the L1 (Least Absolute Sum) estimation and the L2 (Least Squares) estimation were compared with each other based on their asymptotic distribution. The revised L2 estimation was then derived. The conditions that the L1 estimation is superior to the L2 estimation and that the revised L2 estimation is superior to L1 estimation were discussed.

 

Key words:  contaminated model; least squares estimation; least absolute sum estimation

ISSN 1672-7029
CN 43-1423/U

主管:中华人民共和国教育部 主办:中南大学 中国铁道学会 承办:中南大学
湘ICP备09001153号 版权所有:《铁道科学与工程学报》编辑部
------------------------------------------------------------------------------------------
地 址:湖南省长沙市韶山南路22号 邮编:410075
电 话:0731-82655133,82656174   传真:0731-82655133   电子邮箱:jrse@mail.csu.edu.cn