Displaying similar documents to “A note on the estimation of the Poisson parameter.”

On a trivariate Poisson distribution

Sotirios Loukas, Evgenia H. Papageorgiou (1991)

Applications of Mathematics

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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.

On the compound Poisson-gamma distribution

Christopher Withers, Saralees Nadarajah (2011)

Kybernetika

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The compound Poisson-gamma variable is the sum of a random sample from a gamma distribution with sample size an independent Poisson random variable. It has received wide ranging applications. In this note, we give an account of its mathematical properties including estimation procedures by the methods of moments and maximum likelihood. Most of the properties given are hitherto unknown.

Reversible jump MCMC for two-state multivariate Poisson mixtures

Jani Lahtinen, Jouko Lampinen (2003)

Kybernetika

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The problem of identifying the source from observations from a Poisson process can be encountered in fault diagnostics systems based on event counters. The identification of the inner state of the system must be made based on observations of counters which entail only information on the total sum of some events from a dual process which has made a transition from an intact to a broken state at some unknown time. Here we demonstrate the general identifiability of this problem in presence...