Please use this identifier to cite or link to this item:
Title: Influence function analysis of parameter estimation with generalized t distribution noise model
Authors: Ho, W.K. 
Vu, H.D.
Ling, K.V.
Issue Date: 20-Mar-2013
Citation: Ho, W.K., Vu, H.D., Ling, K.V. (2013-03-20). Influence function analysis of parameter estimation with generalized t distribution noise model. Industrial and Engineering Chemistry Research 52 (11) : 4168-4177. ScholarBank@NUS Repository.
Abstract: A commonly made assumption of Gaussian noise is an approximation to reality. In this paper, we used the influence function in robust statistics to analyze a parameter estimator that modeled noise with the Generalized t (GT) distribution instead of the usual Gaussian noise. The analysis is extended to the case where the estimator designed with probability density function f(ε) is applied to actual noise with different probability density function gk(ε) at different sampling instance, k, to provide a framework for analysis of outliers. By being a superset encompassing Gaussian, uniform, t, and double exponential distributions, GT distribution has the flexibility to characterize data with non-Gaussian statistical properties. Equations derived are useful in determining the variance of the estimates and the impact of outliers. These equations enable us to compute the sample size needed by the estimator to meet specified variance or to tune the estimator to limit the impact of outliers. The theory is verified through simulations and an experiment on the chemical mechanical polishing of semiconductors. © 2013 American Chemical Society.
Source Title: Industrial and Engineering Chemistry Research
ISSN: 08885885
DOI: 10.1021/ie303139k
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.


checked on Mar 22, 2023


checked on Mar 22, 2023

Page view(s)

checked on Mar 16, 2023

Google ScholarTM



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.