Advertisement

Measurement Techniques

, Volume 54, Issue 7, pp 764–768 | Cite as

Choice of best estimate for the measured value from strongly discretized observations

  • D. A. Masterenko
Article

The problem of choosing the best statistical estimate of observations when the random spread in the values is comparable to the scale and the measured quantity is a continuous scalar parameter is examined. A formula similar to the Pitman estimate is obtained. The properties of this estimate and its relation to the Bayesian estimate are analyzed.

Keywords

statistical model sampled observations maximum likelihood estimate Pitman estimate 

References

  1. 1.
    D. A. Masterenko, “Statistical estimates of observational data with discretization as to level,” Izmer. Tekhn., No. 7, 11–15 (2008); Measur. Techn., 51, No. 7, 711–717 (2008).CrossRefGoogle Scholar
  2. 3.
    V. I. Teleshevskii, “Laser heterodyne displacement measurements based on an acousto-optical interaction,” Izmer. Tekhn., No. 11, 20–21 (1984); Measur. Techn., 27, No. 11, 988–990 (1984).CrossRefGoogle Scholar
  3. 3.
    Yu. V. Bragin, Engineering Methods for Quality Improvement and Loss Reduction by Genichi Taguchi. Iss. 1. Loss Function [in Russian], Standarty i Kachestvo, Moscow (2005).Google Scholar
  4. 4.
    A. N. Kolmogorov and S. V. Fomin, Elements of the Theory of Functions and Functional Analysis [in Russian], Fizmatlit, Moscow (2006).Google Scholar
  5. 5.
    A. A. Borovkov, Mathematical Statistics [in Russian], Fizmatlit, Moscow (2007).Google Scholar

Copyright information

© Springer Science+Business Media, Inc. 2011

Authors and Affiliations

  1. 1.Moscow State Technological University StankinMoscowRussia

Personalised recommendations