Title :
Explicit Expressions for the Bias and Variance of the ML Estimated Gumbel Distribution Parameters
Author :
Sinha, Aloka ; Kirubarajan, Thiagalingam ; Bar-Shalom, Y.
Author_Institution :
McMaster Univ., Hamilton
fDate :
7/1/2007 12:00:00 AM
Abstract :
Explicit expressions are derived for the bias and the variance of the maximum likelihood (ML) estimator of the Gumbel distribution.
Keywords :
maximum likelihood estimation; statistical distributions; Gumbel distribution; explicit expressions; maximum likelihood estimation; Data processing; Detectors; Electronic countermeasures; Filters; Maximum likelihood estimation; Multiple access interference; Parameter estimation; Radar tracking; Signal processing; Target tracking;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.2007.4383598
