This paper proposes a novel method to estimate the rate parameter of the Poisson distribution. The proposed method employs the Cramer-von Mises type optimization which has been commonly used in estimating parameters of continuous distributions. Upon obtaining the estimator through the proposed method, its desirable properties such as asymptotic distribution and robustness are rigorously investigated. Simulation studies serve to demonstrate that the proposed method compares favorably with other well-celebrated methods including the maximum likelihood method.
翻译:本文提出了一种用于估计泊松分布速率参数的新方法。该方法采用了在连续分布参数估计中广泛使用的克莱默-冯·米塞斯型优化。在通过所提方法获得估计量后,严格研究了其渐近分布和稳健性等优良性质。模拟研究表明,与包括极大似然法在内的其他著名方法相比,所提方法具有更优的性能。