Far East Journal of Theoretical Statistics
Volume 9, Issue 2, Pages 97 - 115
(March 2003)
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SAMPLE SIZE ASSESSMENT AND THE TWO COMPONENT POISSON MIXTURE,
PROPORTION KNOWN
K. O. Bowman (U. S. A.) and L. R. Shenton (U. S. A.)
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Abstract: Maximum likelihood estimators are studied, with particular
attention being paid to the characteristics of the asymptotic covariance matrix
(actually the determinant of the denominator). It is shown that asymptotic
variances of estimators may be large when the Poisson mixture has components
alike in form. Safe sample sizes are suggested, derived from the asymptotic
skewness. The study is a sequel to Bowman and Shenton [Far East J. Theo. Stat.
7(2) (2002), 93-110]. |
Keywords and phrases: asymptotic covariances, Fourier type series, orthogonal sets, bias, skewness,
kurtosis, efficiency. |
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