Digital Signal Processing Reference
In-Depth Information
where
M
is the set of most repeated values, and r is the number of times a member of
M
is repeated in the sample.
Proof: Following the steps of the proof for the unweighted version, it is
straightforward that
N
ˆ
2
β
=
arg min
X j ∈M
W i
(
X i
X j
)
.
(5.34)
0
=
1 ,X i =
i
X j
Dividing by i = 1 W i , and applying square root to the expression to be mini-
mized, the desired result is obtained.
PROPERTY 7 (Shift and Sign Invariance)
Let Z i
=
+
X i
b. Then, for any K and W ,
(i) ˆ
ˆ
β
(
Z 1 ,
...
,Z N
) =
β
(
X 1 ,
...
,X N
) +
b;
K
K
(ii) ˆ
ˆ
β
(
Z 1 ,
...
,
Z N
) =−
β
(
Z 1 ,
...
,Z N
)
.
K
K
Proof: Follows from the definition of the weighted myriad in Equation 5.26.
PROPERTY 8 (Unbiasedness)
Let X 1 ,X 2 ,
,X N be all independent and symmetrically distributed around the point
of symmetry c. Then, ˆ
...
β
K is also symmetrically distributed around c. In particular, if
E ˆ
K exists, then E ˆ
β
β
=
c.
K
Proof: If X i is symmetric about c , then 2 c
X i has the same distribution as X i .
It follows that ˆ
has the same distribution as ˆ
β K (
X 1 ,X 2 ,
...
,X N )
β K (
2 c
X 1 , 2 c
ˆ
X 2 ,
...
, 2 c
X N )
, which from Property 7, is identical to 2 c
β K (
X 1 ,X 2 ,
...
,X N )
.
It follows that ˆ
β K (
X 1 ,X 2 ,
...
,X N )
is symmetrically distributed about c .
5.5.1
Geometrical Interpretation
Weighted myriads as defined in Equation 5.27 can be interpreted in a more
intuitive manner. Allow a vertical bar to run horizontally through the real
line as depicted in Figure 5.9a. Then the sample myriad, ˆ
β K , indicates the
position of the bar for which the product of distances from point A to the
sample points X 1 ,X 2 ,
,X N is minimum. If weights are introduced, each
sample point X i is assigned a different point A i in the bar, as illustrated in
Figure 5.9b.
The geometrical interpretation of the myriad is intuitively insightful. When
K approaches 0, it gives a conceptually simple pictorial demonstration of the
mode-myriad formula in Equation 5.13.
...
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