CAJ | 학술논문

基于[zlog(z)]的K分布形状参数v的X-估计器(XE)虽然具有免于求解非线性方程的计算因而估计效率高的优点，但是，其估计精度却低于许多其他矩估计器，且有时会出现奇异值的情况。为扬长避短，在对 X-估计器的估计偏差进行推导和分析的基础上，通过一系列 Monte-Carlo 实验，X-估计器改进成文中提出的具有校正项的X-估计器(XCE)。XCE克服了X-估计器的上述缺点。仿真实验表明，XCE保持了XE高的估计效率，同时显著地提高了参数估计的精度。
기우[zlog(z)]적K분포형상삼수v적X-고계기(XE)수연구유면우구해비선성방정적계산인이고계효솔고적우점，단시，기고계정도각저우허다기타구고계기，차유시회출현기이치적정황。위양장피단，재대 X-고계기적고계편차진행추도화분석적기출상，통과일계렬 Monte-Carlo 실험，X-고계기개진성문중제출적구유교정항적X-고계기(XCE)。XCE극복료X-고계기적상술결점。방진실험표명，XCE보지료XE고적고계효솔，동시현저지제고료삼수고계적정도。
The X-Estimator (XE) for the K-distribution shape parameter v based on the zlog(z) expectation can be computed without solving nonlinear equations;thus, it has high estimating efficiency. Nonetheless, its estimating accuracy is lower than many other moment estimators, and occasionally the XE results in odd values. To best use its advantages and avoid its disadvantages, on the basis of derivation and analysis of the XE bias using a set of Monte Carlo experiments, the X-Estimator with a Corrective term (XCE), which overcomes the above shortcomings of the XE, is discussed. Simulations show that the XE and XCE have the same high computational estimating efficiency, whereas the XCE significantly enhances the accuracy of the estimating shape parameter.