Properties of statistical estimators of the probabilistic parameters of sequences of random events

Authors
Citation
Ip. Kobyak, Properties of statistical estimators of the probabilistic parameters of sequences of random events, AUTOM C C S, 33(6), 1999, pp. 48-53
Citations number
8
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATIC CONTROL AND COMPUTER SCIENCES
ISSN journal
01464116 → ACNP
Volume
33
Issue
6
Year of publication
1999
Pages
48 - 53
Database
ISI
SICI code
0146-4116(1999)33:6<48:POSEOT>2.0.ZU;2-C
Abstract
Statistical estimators of the probabilistic parameters of sequences of rand om events and their properties, e.g., consistency, unbiasedness, effectiven ess, and sufficiency, are considered in the article. It is shown that the i ncomplete autocorrelation function possesses substantial advantages over th e classical autocorrelation function and the probability of elementary even ts.