An alternative to the bessel k form distribution

Pavel A. Khazron, Ivan W. Selesnick

Research output: Contribution to journalArticle

Abstract

We study an alternative to the Bessel K form (BKF) distribution that results when instead of gamma, the scale random variable in the Gaussian scale mixture (GSM) parameterization follows a generalized exponential distribution. The new distribution is expressed as a sum of simpler Laplace densities. Some properties of this distribution are provided. We investigate parameter estimation under the additive Gaussian noise model using simple cascades of estimators. Exact and approximate Bayesian estimators are derived for the generalized K form (GKF) in the spherically contoured case that make use of the generalized incomplete Gamma function.

Original languageEnglish (US)
Pages (from-to)452-461
Number of pages10
JournalInternational Journal of Modelling and Simulation
Volume30
Issue number4
DOIs
StatePublished - 2010

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Keywords

  • Bessel K form
  • Generalized exponential
  • MAP
  • MMSE

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Mechanics of Materials
  • Hardware and Architecture
  • Electrical and Electronic Engineering

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