The median of a jittered Poisson distribution (Q2202035): Difference between revisions

Let \(N_\lambda\) and \(U\) be independent random variables respectively distributed as a Poisson distribution with parameter \(\lambda>0\) and uniform distribution on (0,1). This paper establishes that the median of \(N_\lambda+U\) is \(M-\lambda-1/3={o}(\lambda^{-1})\) as \(\lambda\rightarrow\infty\). The authors focus their attention on the simplest robust alternative to the maximum likelihood estimator, which is the sample median of \(N_\lambda\).