Linear Bayesian Estimation of Misrecorded Poisson Distribution

Parameter estimation is an important component of statistical inference, and how to improve the accuracy of parameter estimation is a key issue in research. This paper proposes a linear Bayesian estimation for estimating parameters in a misrecorded Poisson distribution. The linear Bayesian estimatio...

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Bibliographic Details
Main Authors: Huiqing Gao, Zhanshou Chen, Fuxiao Li
Format: Article
Language:English
Published: MDPI AG 2024-01-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/26/1/62
Description
Summary:Parameter estimation is an important component of statistical inference, and how to improve the accuracy of parameter estimation is a key issue in research. This paper proposes a linear Bayesian estimation for estimating parameters in a misrecorded Poisson distribution. The linear Bayesian estimation method not only adopts prior information but also avoids the cumbersome calculation of posterior expectations. On the premise of ensuring the accuracy and stability of computational results, we derived the explicit solution of the linear Bayesian estimation. Its superiority was verified through numerical simulations and illustrative examples.
ISSN:1099-4300