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A distribution estimation method based on level crossings

✍ Scribed by M.L Huang; P.H Brill

Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
417 KB
Volume
124
Category
Article
ISSN
0378-3758

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✦ Synopsis

This paper presents a method of nonparametric distribution estimation based on a sample level-crossing function, which leads to the construction of a level-crossing empirical distribution function (LCEDF). An e ciency function for this LCEDF relative to the classical empirical distribution function (e.d.f.) is derived. The LCEDF gives more e cient estimates than the e.d.f. in the tails of any underlying continuous distribution, for both small and large sample sizes. Simulation experiments, which apply the LCEDF to a smoothing technique for various distributions, conΓΏrm the theoretical results.

πŸ“œ SIMILAR VOLUMES

SYSTEM IDENTIFICATION BASED ON THE DISTR
SYSTEM IDENTIFICATION BASED ON THE DISTRIBUTION OF TIME BETWEEN ZERO CROSSINGS
✍ H.W. SHENTON III; L. ZHANG πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 275 KB

A new method for system identi"cation is proposed that is based on "tting the theoretical probability density function (PDF) for the time between zero crossings to a measured distribution of the crossing interval times. Using the theory "rst developed by Rice, an approximate closed-form expression f