The median of a jittered Poisson distribution - Archive ouverte HAL
Article Dans Une Revue Metrika Année : 2020

The median of a jittered Poisson distribution

Résumé

Let $N-\lambda$ 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 $N_\lambda+U$ is close to $\lambda+1/3$ and more precisely that $M−\lambda−1/3=o(\lambda^{−1})$ as $\lambda\to\infty$. This result is used to construct 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 ($n\simeq10^9$).

Dates et versions

hal-03351059 , version 1 (21-09-2021)

Identifiants

Citer

Jean-François Coeurjolly, Joëlle Rousseau Trépanier. The median of a jittered Poisson distribution. Metrika, 2020, 83 (7), pp.837-851. ⟨10.1007/s00184-020-00765-3⟩. ⟨hal-03351059⟩
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