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dc.contributor.authorSohn, So Young
dc.date1994
dc.date.accessioned2018-12-11T18:50:48Z
dc.date.available2018-12-11T18:50:48Z
dc.date.issued1994
dc.identifier.citationSohn, So Young. "A comparative study of four estimators for analyzing the random event rate of the Poisson process." Journal of Statistical Computation and Simulation 49.1-2 (1994): 1-10.en_US
dc.identifier.urihttp://hdl.handle.net/10945/60784
dc.descriptionThe article of record as published may be found at https://doi.org/10.1080/00949659408811556en_US
dc.description.abstractIn this paper, a random effect Poisson regression model is considered for prediction of the failure rate which would follow a lognormal distribution. A two stage procedure is used to obtain the regression estimator of the failure rate as well as the shrinkage estimator. These estimators are compared to both the raw estimator which entirely depends on the historical failure records and a shrinkage estimator in which a gamma distribution is used mistakenly in place of the lognormal prior distribution. Results of Monte-Carlo simulation indicate the following in terms of the MSE:(1)overall, the shrinkage estimator based on the lognormal prior distribution performs best;(2)with the failure rates (0-2.5),the performance of the shrinkage estimator based on the gamma distribution is not significantly different from that of the shrinkage estimator based on the lognormal distribution;(3)when there exists considerable variability in the failure rates(0-10),the raw estimator appears to replace shrinkage estimations. In terms of the Bias, the raw estimator performs better than the others.
dc.description.sponsorshipNaval Postgraduate School
dc.format.extent10 p.
dc.publisherTaylor & Francisen_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.en_US
dc.titleA comparative Study of Four Estimators for Analyzing the Random Event Rate of the Poisson Processen_US
dc.typeArticleen_US
dc.contributor.corporateNaval Postgraduate School (U.S.)en_US
dc.contributor.departmentOperations Research (OR)en_US
dc.subject.authorShrinkage estimator
dc.subject.authorMaximum likelihood estimation
dc.subject.authorLognormal distribution
dc.subject.authorTwo-Stage Estimation
dc.subject.authorPoisson regression


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