The Poisson Compound Decision Problem Revisited
نویسندگان
چکیده
منابع مشابه
The Poisson Compound Decision Problem Revisited
Abstract: The compound decision problem for a vector of independent Poisson random variables with possibly different means has half a century old solution. However, it appears that the classical solution needs smoothing adjustment even when there are many observations and relatively small means such that the empirical distribution is close to its mean. We discuss three such adjustments. We also...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2013
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2013.771582