- Author : Trung T. Pham
- Publisher :
- Release : 1987
- ISBN :
- Pages : 6 pages
Maximum Likelihood Estimation of a Class of Non Gaussian Densities with Application to Deconvolution
Download or read book Maximum Likelihood Estimation of a Class of Non Gaussian Densities with Application to Deconvolution written by Trung T. Pham and published by . This book was released on 1987 with total page 6 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates in detail the properties of the maximum likelihood estimator of the generalized p-Gaussian (gpG) probability density function (pdf) from N independent identically distributed (iid) samples, especially in the context of the deconvolution problem under gpG white noise. The first part describes the properties of the estimator independently on the application. The second part obtains the solution of the above mentioned deconvolution problem as the solution of a minimum norm problem in an l sub p normed space. In the present paper, we show that such a minimum norm solution is the maximum likelihood estimate is unbiased, with the lower bound of the variance of the error equal to the Cramer Rao lower bound, and the upper bound derived from the concept of a generalized inverse.