Estimation of Hidden Variance Distribution Parameters

摘要

Methods for finding (i) the parameter var(σ²), representing the variance of a prior historical distribution ρ_C (σ²) of hidden error variances σ²; (ii) the parameter “a” defining the rate of change of the mean ensemble variance response to changes in true error variance; (iii) the parameter σ_min² representing a prior historical minimum of true error variance; (iv) the parameter k⁻¹, representing the relative variance of the stochastic component of variance prediction error; and (v) the parameter M, representing the effective ensemble size.