Cramer-Rao bounds and estimation of the parameters of the Gumbel distribution

Author

Corsini, Giovanni ; Gini, F. ; Verrazzani, L.

Author_Institution

Dipartimento di Inf. Eng., Pisa Univ.

Volume

31

Issue

3

fYear

1995

fDate

7/1/1995 12:00:00 AM

Firstpage

1202

Lastpage

1204

Abstract

Maximum Likelihood (ML) algorithms and Cramer-Rao (CR) bounds for the location and scale parameters of the Gumbel distribution are discussed. First we consider the case in which the scale parameter is known, obtaining the estimator of the location parameter by solving the likelihood equation and then evaluating its performance. We next consider the case where both the location parameter and the scale parameter are unknown and need to be estimated simultaneously from the reference samples. For this case, performance is analyzed by means of Monte Carlo simulation and compared with the asymptotic CR bound

Keywords

Monte Carlo methods; maximum likelihood detection; radar clutter; radar detection; statistical analysis; Cramer-Rao bounds; Gumbel distribution; Monte Carlo simulation; asymptotic CR bound; likelihood equation; location parameter; maximum likelihood algorithms; performance is analyzed; reference samples; Chromium; Clutter; Equations; Maximum likelihood detection; Maximum likelihood estimation; Parameter estimation; Performance analysis; Radar detection; Statistical distributions; Weibull distribution;

fLanguage

English

Journal_Title

Aerospace and Electronic Systems, IEEE Transactions on

Publisher

ieee

ISSN

0018-9251

Type

jour

DOI

10.1109/7.395217

Filename

395217