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The median of a jittered Poisson distribution
Metrika ( IF 0.9 ) Pub Date : 2020-02-06 , DOI: 10.1007/s00184-020-00765-3
Jean-François Coeurjolly , Joëlle Rousseau Trépanier

Let $$N_\lambda $$ N λ and U be two independent random variables respectively distributed as a Poisson distribution with parameter $$\lambda >0$$ λ > 0 and a uniform distribution on (0, 1). This paper establishes that the median, say M , of $$N_\lambda +U$$ N λ + U is close to $$\lambda +1/3$$ λ + 1 / 3 and more precisely that $$M-\lambda -1/3=o(\lambda ^{-1})$$ M - λ - 1 / 3 = o ( λ - 1 ) as $$\lambda \rightarrow \infty $$ λ → ∞ . This result is used to construct a very simple robust estimator of $$\lambda $$ λ which is consistent and asymptotically normal. Compared to known robust estimates, this one can still be used with large datasets ( $$n\simeq 10^9$$ n ≃ 10 9 ).

中文翻译:

抖动泊松分布的中位数

设 $$N_\lambda $$ N λ 和 U 为两个独立的随机变量,分别分布为参数 $$\lambda >0$$ λ > 0 的泊松分布和 (0, 1) 上的均匀分布。本文确定 $$N_\lambda +U$$ N λ + U 的中位数 M 接近 $$\lambda +1/3$$ λ + 1 / 3,更准确地说,$$M- \lambda -1/3=o(\lambda ^{-1})$$ M - λ - 1 / 3 = o ( λ - 1 ) 作为 $$\lambda \rightarrow \infty $$ λ → ∞ 。这个结果被用来构造一个非常简单的 $$\lambda $$ λ 的稳健估计量,它是一致的和渐近正态的。与已知的稳健估计相比,这个估计仍然可以用于大型数据集( $$n\simeq 10^9$$n ≃ 10 9 )。
更新日期:2020-02-06
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