Re: What is the optimal estimator?

On 12月4日, 上午1时23分, Rune Allnor <all...@xxxxxxxxxxxx> wrote:
On 3 Des, 18:04, Tim Wescott <t...@xxxxxxxxxxxxxxxx> wrote:

On Sat, 03 Dec 2011 05:41:48 -0800, zqchen wrote:
Consider an unknown DC level in a white Gaussian noise with zero mean
and unknown variance. The value of the DC level is restricted to a range
of [A0, A1], the observations, that is the DC level plus WGN are also
restricted in this range. Then what is the optimal estimator for the DC
level and the variance of the noise?

Nonlinear.

Tell us more. If it's a real application tell us what it is. If it's
homework, tell us that, or go talk to your TA.

we would if it were real work.

And we *can* tell the difference, if you try and
disguise a homework assignment as real work.

Rune

Think about a pixel with unknown grayscale value corrupted by WGN. The
grayscale value and the observation are all restricted in the range of
0 to 255. If the value and noise variance are to be estimated, what
are the best estimator?
.

Relevant Pages

• Re: What does SD analysis tell?
... HCP in random locations. ... The standard deviation for these are less than 0.05 trick ... of your estimator is ... location of the HCP is unknown the variance ...
(rec.games.bridge)
• Re: What is the optimal estimator?
... estimator for the DC level and the variance of the noise? ... If the value and noise variance are to be estimated, ... You're not even using the word "optimal", which would at least restrict ...
(comp.dsp)
• Re: Appropriate journal for circular statistics paper
... Circular Mean Resultant Length and its Variance". ... In the past, only its estimator, i.e. mean over a sample of angles, ... My paper first considers the squared MRL, finds that it is biased, ... However, there are many "general" statistics journals such as JRSS, JASA, Biometrika etc. that might welcome such a paper if it met their criteria, so you need not look for anything too specialised. ...
(sci.stat.math)
• Re: What is the optimal estimator?
... estimator for the DC level and the variance of the noise? ... If the value and noise variance are to be estimated, ... You're not even using the word "optimal", which would at least restrict ...
(comp.dsp)
• Appropriate journal for circular statistics paper
... Circular Mean Resultant Length and its Variance". ... In the past, only its estimator, i.e. mean over a sample of angles, ... My paper first considers the squared MRL, finds that it is biased, ... bias of the non-squared MRL in both variants. ...
(sci.stat.math)