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文章基本信息

  • 标题:Estimation of the Poisson Parameter with Moment Generating Method
  • 本地全文:下载
  • 作者:Khairul Islam ; Tanweer Shapla
  • 期刊名称:International Journal of Statistics and Probability
  • 印刷版ISSN:1927-7032
  • 电子版ISSN:1927-7040
  • 出版年度:2018
  • 卷号:7
  • 期号:6
  • 页码:113
  • DOI:10.5539/ijsp.v7n6p113
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    A new estimator of the Poisson parameter is proposed using the moment generating function. Some statistical properties of the proposed estimator are studied. The performance of the new estimator is compared with the maximum likelihood estimator (MLE) via examples and simulation in terms of goodness of fit and relative efficiency. Simulation and examples to real-life data suggest that the new estimator has higher relative efficiency compared to the MLE, while both are comparable in goodness of fit. The R program utilized in all computation and simulation is incorporated to facilitate the implementation of the new estimator in computation.

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