Compound Poisson distributions have been employed by many authors to fit experimental data, typically via the method of moments or maximum likelihood estimation. We propose a new technique and apply it to several sets of published data. It yields better fits than those obtained by the original authors for a set of widely employed compound Poisson distributions (in some cases, significantly better). The technique employs the power spectrum (the absolute square of the characteristic function). The new idea is suggested as a useful addition to the tools for parameter estimation of compound Poisson distributions.
翻译:复合泊松分布已被多位学者用于拟合实验数据,通常采用矩量法或最大似然估计。本文提出一种新技术,并将其应用于多组已发表的数据集。对于一系列广泛使用的复合泊松分布,该方法获得的拟合效果优于原作者的拟合结果(部分案例提升显著)。该技术采用功率谱(特征函数的绝对平方)进行计算。这一新思路可作为复合泊松分布参数估计工具集的有益补充。