Estimation of Measurand Parameters for Data from Asymmetric Distributions by Polynomial Maximization Method

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dc.contributor.authorWarsza, Zygmunt Lech
dc.contributor.authorZabolotnii, Serhii
dc.contributor.authorЗаболотній, Сергій Васильович
dc.date.accessioned2025-12-03T08:35:38Z
dc.date.available2025-12-03T08:35:38Z
dc.date.issued2018
dc.description.abstractIn this paper the non-conventional method for evaluating the standard uncertainty of the estimator of measurand value obtained from the non-Gaussian asymmetrically distributed sampled data with a priori partial description (known only few initial moments, unknown PDF distribution of population) is proposed. This method of statistical estimation is based on the apparatus of maximization the stochastic polynomials (PMM method proposed by Kunchenko) and uses the higher-order statistics (moment or cumulant description) of random variables. The analytical expressions for finding estimates and analyzing their accuracy to the degree of the polynomial s = 2 is given. It is shown that for the asymmetric PDF-s the uncertainty estimates for received polynomial are generally smaller than the uncertainty estimates obtained based on the mean (arithmetic average). Reducing the uncertainty of measurement depends on the skewness and kurtosis. On the basis of the Monte Carlo method statistical modelling is carried out, the results confirm the effectiveness of the proposed approach.
dc.identifier.citationWarsza, Z. L., Zabolotnii, S. V. Estimation of Measurand Parameters for Data from Asymmetric Distributions by Polynomial Maximization Method. In: Szewczyk, R., Zieliński, C., Kaliczyńska, M. (eds) Automation 2018. Advances in Intelligent Systems and Computing. Springer, Cham. 2018. vol. 743. рр. 746-757. https://doi.org/10.1007/978-3-319-77179-3_74.
dc.identifier.urihttps://link.springer.com/chapter/10.1007/978-3-319-77179-3_74
dc.identifier.urihttps://dr.csbc.edu.ua/handle/123456789/696
dc.publisherSpringer Nature
dc.subjectSOCIAL SCIENCES::Statistics, computer and systems science
dc.titleEstimation of Measurand Parameters for Data from Asymmetric Distributions by Polynomial Maximization Method
dc.typeConference paper
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