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On a preliminary test estimator for one of the parameters of the log-zero-poisson distribution
Authors:Magdy Khedr  S. K. Katti
Affiliation:Department of Statistics , University of Missouri , Columbia, MO, 65211
Abstract:A discrete distribution called the log-zero-Poisson distribution has been recommended by Katti (c.f. Biometrics 1970) as an alternate to the negative binomial and other distributions usually called "contagious" distributions.A major problem in the use of this and all other contagious distributions has been the difficulty of obtaining the maximum likelihood esti-mates. A custom-made ad hoc estimator, λ, has been proposed for the parameter λ of this distribution in Katti and Khedr (1980). In this paper, its efficiency relative to Fisher information is studied, only to discover that λ can be 30 times better than the maximum likelihood estimate in some parts of the parameter space and much weaker in other parts.A preliminary test is recommended to choose between the estimates, and the efficiency of the procedure is tabulated. As it is to be expected, the resultant estimator equals the better of the two estimators with some error at the values of the parameters where the two estimators are equivalent.
Keywords:log-zero-Poisson  contagious distributions  ad hoc estimator  Fisher information  Monte Carlo  preliminary test
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