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- W2355675932 abstract "In order to efficiently estimate the parameters of K distribution,this paper proposed the log-cumulant estimator.Based on second-kind statistics,first it derived the second-kind first characteristic function of K distribution by taking the Mellin transformation to the probability density function of K distribution,second obtained the second-kind second cha-racteristic function of K distribution from the logarithmic transformation of the second-kind first characteristic function,and last deduced the first two log-cumulants to estimate the parameters of K distribution by taking the derivative of the second-kind second characteristic function.Compared to the traditional maximum likelihood estimator,the log-cumulant estimator of K distribution with analytical expressions was easy to compute.Monte Carlo simulations demonstrate that the log-cumulant estimator of K distribution based on second-kind statistics achieves high estimation accuracy." @default.
- W2355675932 created "2016-06-24" @default.
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- W2355675932 date "2013-01-01" @default.
- W2355675932 modified "2023-09-23" @default.
- W2355675932 title "Parameter estimation of K distribution based on second-kind statistics" @default.
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