Variance reducing modifications for estimators of standardized moments of random sets

Authors
Citation
Jd. Picka, Variance reducing modifications for estimators of standardized moments of random sets, ADV APPL P, 32(3), 2000, pp. 682-700
Citations number
17
Categorie Soggetti
Mathematics
Journal title
ADVANCES IN APPLIED PROBABILITY
ISSN journal
00018678 → ACNP
Volume
32
Issue
3
Year of publication
2000
Pages
682 - 700
Database
ISI
SICI code
0001-8678(200009)32:3<682:VRMFEO>2.0.ZU;2-X
Abstract
In the statistical analysis of random sets, it is useful to have simple sta tistics that can be used to describe the realizations of these sets. The cu mulants and several other standardized moments such as the correlation and second cumulant can be used for this purpose, but their estimators can be e xcessively variable if the most straightforward estimation strategy is used . Through exploitation of similarities between this estimation problem and a similar one for a point process statistic, two modifications are proposed . Analytical results concerning the effects of these modifications are foun d through use of a specialized asymptotic regime. Simulation results establ ish that the modifications are highly effective at reducing estimator stand ard deviations for Boolean models. The results suggest that the reductions in variance result from a balanced use of information in the estimation of the first and second moments, through eliminating the use of observations t hat are not used in second moment estimation.