Estimation methods for the discrete Poisson–Lindley distribution
- 1 January 2009
- journal article
- research article
- Published by Informa UK Limited in Journal of Statistical Computation and Simulation
- Vol. 79 (1), 1-9
- https://doi.org/10.1080/00949650701550259
Abstract
In this paper, we show that the method of moments and maximum likelihood estimators of the parameter of the discrete Poisson–Lindley distribution are consistent and asymptotically normal. The asymptotic variances of the two estimators are almost equal, indicating that the two estimators are almost equally efficient. Also, a simulation study is presented to compare the two estimators. Finally, the two estimators, their standard errors, and the confidence intervals are compared for two published data sets.Keywords
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