The median of a jittered Poisson distribution

DOI10.1007/S00184-020-00765-3MaRDI QIDQ2202035zbMATH OpenOpenAlexFDO

Authors Jean-François Coeurjolly, Joëlle Rousseau Trépanier

Publication date 17 September 2020

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.05367

zbMATH Keywords

Poisson distributionquantilerobust estimate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

Abstract: Let $N_{l}ambda$ and $U$ be two independent random variables respectively distributed as a Poisson distribution with parameter $lambda>0$ and a uniform distribution on $(0,1)$. This paper establishes that the median, say $M$, of $N_{l}ambda+U$ is close to $lambda+1/3$ and more precisely that $M-lambda-1/3=o(lambd{a}^{-1})$ as $lambdaoinfty$. This result is used to construt a very simple robust estimator of $lambda$ which is consistent and asymptotically normal. Compared to known robust estimates, this one can still be used with large datasets ($nsimeq10^9$).

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Cites work

• Asymptotic Statistics
• Bounds for the difference between median and mean of gamma and Poisson distributions
• Bounds for the median of the negative binomial distribution
• FIDUCIAL LIMITS OF THE PARAMETER OF A DISCONTINUOUS DISTRIBUTION
• Median-based estimation of the intensity of a spatial point process
• On the Medians of Gamma Distributions and an Equation of Ramanujan
• Quantiles for Counts
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