{"title":"分形维数一致最小方差无偏估计","authors":"Zeny L. Maureal, Elmer Castillano, Roberto Padua","doi":"10.32871/RMRJ2109.01.06","DOIUrl":null,"url":null,"abstract":"The paper introduced the concept of a fractal distribution using a power-law distribution. It proceeds to determining the relationship between fractal and exponential distribution using a logarithmic transformation of a fractal random variable which turns out to be exponentially distributed. It also considered finding the point estimator of fractional dimension and its statistical characteristics. It was shown that the maximum likelihood estimator of the fractional dimension λ is biased. Another estimator was found and shown to be a uniformly minimum variance unbiased estimator (UMVUE) by Lehmann-Scheffe’s theorem.","PeriodicalId":34442,"journal":{"name":"Recoletos Multidisciplinary Research Journal","volume":"34 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2021-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Uniform Minimum Variance Unbiased Estimator of Fractal Dimension\",\"authors\":\"Zeny L. Maureal, Elmer Castillano, Roberto Padua\",\"doi\":\"10.32871/RMRJ2109.01.06\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The paper introduced the concept of a fractal distribution using a power-law distribution. It proceeds to determining the relationship between fractal and exponential distribution using a logarithmic transformation of a fractal random variable which turns out to be exponentially distributed. It also considered finding the point estimator of fractional dimension and its statistical characteristics. It was shown that the maximum likelihood estimator of the fractional dimension λ is biased. Another estimator was found and shown to be a uniformly minimum variance unbiased estimator (UMVUE) by Lehmann-Scheffe’s theorem.\",\"PeriodicalId\":34442,\"journal\":{\"name\":\"Recoletos Multidisciplinary Research Journal\",\"volume\":\"34 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-05-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Recoletos Multidisciplinary Research Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.32871/RMRJ2109.01.06\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"Multidisciplinary\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Recoletos Multidisciplinary Research Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.32871/RMRJ2109.01.06","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Multidisciplinary","Score":null,"Total":0}
Uniform Minimum Variance Unbiased Estimator of Fractal Dimension
The paper introduced the concept of a fractal distribution using a power-law distribution. It proceeds to determining the relationship between fractal and exponential distribution using a logarithmic transformation of a fractal random variable which turns out to be exponentially distributed. It also considered finding the point estimator of fractional dimension and its statistical characteristics. It was shown that the maximum likelihood estimator of the fractional dimension λ is biased. Another estimator was found and shown to be a uniformly minimum variance unbiased estimator (UMVUE) by Lehmann-Scheffe’s theorem.