New technique for parameter estimation and improved fits to experimental data for a set of compound Poisson distributions
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arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866910898763857920 |
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| author | Mane, S. R. |
| author_facet | Mane, S. R. |
| contents | Compound Poisson distributions have been employed by many authors to fit experimental data, typically via the method of moments or maximum likelihood estimation. We propose a new technique and apply it to several sets of published data. It yields better fits than those obtained by the original authors for a set of widely employed compound Poisson distributions (in some cases, significantly better). The technique employs the power spectrum (the absolute square of the characteristic function). The new idea is suggested as a useful addition to the tools for parameter estimation of compound Poisson distributions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_03237 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | New technique for parameter estimation and improved fits to experimental data for a set of compound Poisson distributions Mane, S. R. Methodology Probability 62F30, 60-06, 05-08 Compound Poisson distributions have been employed by many authors to fit experimental data, typically via the method of moments or maximum likelihood estimation. We propose a new technique and apply it to several sets of published data. It yields better fits than those obtained by the original authors for a set of widely employed compound Poisson distributions (in some cases, significantly better). The technique employs the power spectrum (the absolute square of the characteristic function). The new idea is suggested as a useful addition to the tools for parameter estimation of compound Poisson distributions. |
| title | New technique for parameter estimation and improved fits to experimental data for a set of compound Poisson distributions |
| topic | Methodology Probability 62F30, 60-06, 05-08 |
| url | https://arxiv.org/abs/2502.03237 |