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Paper Abstract and Keywords
Presentation 2009-11-03 14:10
Stable Distribution and Parameter Estimation
Zengguo Sun, Chongzhao Han (Xi'an Jiaotong Univ.)
Abstract (in Japanese) (See Japanese page) 
(in English) Based on the generalized central limit theorem, the stable distribution is the only limiting distribution for sums of independent and identically distributed random variables, and the Gaussian distribution is just a special case of the stable distribution. In this paper, we focus on the most commonly used case of the stable distribution, namely symmetric stable distribution. First, by adopting the simulated data, we analyze the sharp-peaked and heavy-tailed statistical properties of the symmetric stable distribution. Second, based on the second-kind statistics, we propose a log-cumulant estimator to accurately estimate the parameters of the symmetric stable distribution. Compared to other estimators such as extreme order statistics estimator and the SINC function estimator, the log-cumulant estimator is demonstrated to be robust and effective according to Monte Carlo simulations.
Keyword (in Japanese) (See Japanese page) 
(in English) generalized central limit theorem / symmetric stable distribution / second-kind statistics / log-cumulant estimator / / / /  
Reference Info. IEICE Tech. Rep., vol. 109, no. 265, SANE2009-119, pp. 207-212, Nov. 2009.
Paper # SANE2009-119 
Date of Issue 2009-10-26 (SANE) 
ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380

Conference Information
Committee SANE  
Conference Date 2009-11-01 - 2009-11-04 
Place (in Japanese) (See Japanese page) 
Place (in English) Fudan University (Shanghai) 
Topics (in Japanese) (See Japanese page) 
Topics (in English) WSANE 2009 (Workshop for Space, Aeronautical and Navigational Electronics) 
Paper Information
Registration To SANE 
Conference Code 2009-11-SANE 
Language English 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Stable Distribution and Parameter Estimation 
Sub Title (in English)  
Keyword(1) generalized central limit theorem  
Keyword(2) symmetric stable distribution  
Keyword(3) second-kind statistics  
Keyword(4) log-cumulant estimator  
1st Author's Name Zengguo Sun  
1st Author's Affiliation Xi'an Jiaotong University (Xi'an Jiaotong Univ.)
2nd Author's Name Chongzhao Han  
2nd Author's Affiliation Xi'an Jiaotong University (Xi'an Jiaotong Univ.)
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Date Time 2009-11-03 14:10:00 
Presentation Time 20 
Registration for SANE 
Paper # IEICE-SANE2009-119 
Volume (vol) IEICE-109 
Number (no) no.265 
Page pp.207-212 
#Pages IEICE-6 
Date of Issue IEICE-SANE-2009-10-26 

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