Estimation of Ordered Means of Two Poisson Distributions
Estimation of Ordered Means of Two Poisson Distributions
复制标题
两个泊松分布的有序均值的估计
DOI:
10.1080/03610920600762848
复制
发表时间:
2006
期刊:
影响因子:
--
通讯作者:
Nobuo Shinozaki
中科院分区:
文献类型:
--
作者:
Yuan;Nobuo Shinozaki
In this article, we discuss the estimation of linear functions of two Poisson means, on which an order restriction is given. We give a necessary and sufficient condition on the coefficients of the linear function for the maximum likelihood estimator (MLE) which satisfies the order restriction to dominate the unbiased estimator under squared error loss. Furthermore, simultaneous estimation of two ordered Poisson means is considered and we suggest the Clevenson–Zidek type modification of MLE which dominates the MLE under normalized squared error loss. We also improve the estimator proposed by Clevenson and Zidek (1975) which ignores the order restriction.