Comparisons of the Estimators for the Zero-Inflated Poisson Distribution

영과잉-포아송분포에서 추정량 비교

  • Kim, Kyung-Moo (Department of Computational Statistics, Daegu University) ;
  • Eum, Hee-Jung (Department of Statistics, Daegu University, Kyungsan)
  • 김경무 (대구대학교 자연과학대학 전산통계학과) ;
  • 엄희정 (대구대학교 대학원 통계학과)
  • Published : 2010.04.30

Abstract

This research proposed the three kinds of estimators for the two parameters of Zero-Inflated Poisson distribution which is important count data with excess zeros. Two parameters of the Zero-Inflated distribution are $\rho$, which is the perfect probability of zero and $\lambda$, which is the mean of Poisson distribution. Maximum likelihood estimator, method of moment estimator and zero frequency estimator were compared by the unbiasedness and mean squared error by the simulations.

본 연구는 이산형 확률분포에서 정상적인 포아송 확률분포보다 영의 값이 과잉 관측되는 영과잉-포아송 분포에 대하여 두 모수, 즉 영에 관한 확률 $\rho$와 포아송분포 평균 $\lambda$의 추정량을 제시하였다. 그 추정량들은 적률추정량, 최우추정량 그리고 영빈도추정량이고 이들을 모의실험을 통하여 비편향성과 평균제곱오차를 구하고 비교 분석해보았다.

Keywords

References

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