Transactions of Nonferrous Metals Society of China The Chinese Journal of Nonferrous Metals

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中国有色金属学报(英文版)

Transactions of Nonferrous Metals Society of China

Vol. 9    No. 4    December 1999

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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 1004-0609
CN 43-1238/TG
CODEN: ZYJXFK

ISSN 1003-6326
CN 43-1239/TG
CODEN: TNMCEW

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