ON THE METHOD OF PARAMETER ESTIMATION BY SMALL-SAMPLE OBSERVATIONS AND ITS APPLICATIONS

The paper briefly introduces the study of parameter estimation by small-sample observations. It first deals with the topic using the methods of Minimax and MSAR. Then it presents an improved algorithm i.e. the MMSAR". This algorithm overcomes the disadvantage of Minimax and MSAR in which ths number of necessary operations involved increases greatly as the amount of sample data increases. It can appropriately be used under the condition when the noise distribution is unknown. Finally, the papar dis-closes that application of the MSAR method in the establishment of mathematical models for a LD converter plant and pharmacokinetic model of a medicine all showed very satisfactory results,