Title :
A comment on "Estimating the standard deviation from extreme Gaussian values"
Author_Institution :
Eng. Dept., St. Mary´s Univ., San Antonio, TX, USA
Abstract :
This letter relates to a paper (Stark and Brankov, IEEE Signal Process. Lett., vol.11, no.3, p.320-2, March 2004) that used extreme Gaussian values to estimate the standard deviation. We show that the estimator given in the aforementioned paper is a special case of relevant ones previously obtained in the literature about which the authors are unaware. Also, some slight errors in the paper are pointed out and corrected.
Keywords :
Gaussian processes; signal processing; extreme Gaussian values; order statistics; standard deviation estimation; unbiased estimators; Dispersion; Error correction; Random variables; Reactive power; Standards publication; Statistics; Terminology; Estimation; order statistics; range; standard deviation; unbiased estimators;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2004.840840
