Limited Deviation Estimators of the Poisson Parameter.
S.H. Shapiro (1980)
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Displaying similar documents to “Estimation of Multiple Poisson Means: A Compromise Between Maximum Likelihood and Empirical Bayes Estimators.”
Limited Deviation Estimators of the Poisson Parameter.
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A four parameter trivariate Poisson distribution is considered. Recurrences for the probabilities and the partial derivatives of the probabilities with respect to the parameters are derived. Solutions of the maximum likelihood equations are obtaired and the determinant of their asymptotic covariance matrix is given. Applications of the maximum likelihood estimation technique to simulated data sets are also examined.
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