Asymptotic efficiencies of three methods of estimation for the inverse Gaussian-Poisson distribution
逆高斯—泊松分布三种估计方法的渐近效率
The two parameters of the inverse Gaussian-Poisson distribution may be estimated by (a) sample moments, (b) the proportion of zeros and the mean in the sample, and (c) by maximum likelihood. In the paper the asymptotic variances for all three joint estimation techniques and the corresponding efficiencies for methods (a) and (b) are derived. For θ ≥ 0.90 and α ≤ 1.5, the simple method (b) is highly efficient whereas the moment estimators are clearly inefficient. For 1.5 < α <…