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Type: Artigo de periódico
Title: Statistical inference for damaged Poisson distribution
Author: Charnet, R
Gokhale, DV
Abstract: For non-negative integer-valued random variables, the concept of "damaged" observations was introduced, for the first time, by Rao and Rubin [Rao, C. R., Rubin, H. (1964). On a characterization of the Poisson distribution. Sankhya 26:295-298] in 1964 on a paper concerning the characterization of Poisson distribution. In 1965, Rao [Rao, C. R. (1965). On discrete distribution arising out of methods of ascertainment. Sankhya Ser. A. 27:311-324] discusses some results related with inferences for parameters of a Poisson Model when it has occurred partial destruction of observations. A random variable is said to be damaged if it is unobservable, due to a damage mechanism which randomly reduces its magnitude. In subsequent years, considerable attention has been given to characterizations of distributions of such random variables that satisfy the "Rao-Rubin" condition. This article presents some inference aspects of a damaged Poisson distribution, under reasonable assumption that, when an observation on the random variable is made, it is also possible to determine whether or not some damage has occurred. In other words, we do not know how many items are damaged, but we can identify the existence of damage. Particularly it is illustrated the situation in which it is possible to identify the occurrence of some damage although it is not possible to determine the amount of items damaged. Maximum likelihood estimators of the underlying parameters and their asymptotic covariance matrix are obtained. Convergence of the estimates of parameters to the asymptotic values are studied through Monte Carlo simulations.
Subject: characterizations
inference for damaged models
maximum likelihood estimation
Monte Carlo simulations
Country: EUA
Editor: Marcel Dekker Inc
Citation: Communications In Statistics-simulation And Computation. Marcel Dekker Inc, v. 33, n. 2, n. 259, n. 269, 2004.
Rights: fechado
Identifier DOI: 10.1081/SAC-120037234
Date Issue: 2004
Appears in Collections:Unicamp - Artigos e Outros Documentos

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