| 独立Poisson分布的均值之MLE的改进 |
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| 引用本文： | 李排昌.独立Poisson分布的均值之MLE的改进[J].东北数学,2000,16(3):315-318. |
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| 作者姓名： | 李排昌 |
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| 作者单位： | DepartmentofMathematics,ChinesePeople＇sPublicSecurityUniversity,Beijing,102614 |
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| 摘 要： | In this paper, we consider the simultaneous estimation of the parameters (means) of the independent Poisson distribution by using the following loss functions: L0(θ，T)=∑i=1^n(Ti-θi)^2，L1(θ，T)=∑i=1^n(Ti-θi)^2/θi We develop an estimator which is better than the maximum likelihood estimator X simultaneously under L0(θ, T) and L1(θ, T). Our estimator possesses substantially smaller risk than the usual estimator X to estimate the parameters (means) of the independent Poisson distribution.
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| 关 键 词： | 泊松分布 损失方程 风险评估 最大可能性 |
Improvement on MLE of the Means of Independent Poisson Distribution |
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| LI Pai-chang.Improvement on MLE of the Means of Independent Poisson Distribution[J].Northeastern Mathematical Journal,2000,16(3):315-318. |
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| Authors: | LI Pai-chang |
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| Abstract: | |
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| Keywords: | Poisson distribution admissibility loss fun ction risk maximum likelihood estimator |
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