IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v53y2009i4p894-899.html
   My bibliography  Save this article

A note on the exponential Poisson distribution: A nested EM algorithm

Author

Listed:
  • Karlis, Dimitris

Abstract

An EM type algorithm for estimating the parameters of the exponential Poisson distribution has recently been proposed. This algorithm uses a Newton Raphson approach at the M-step. An alternative approach, where the Newton Raphson step is replaced by another EM algorithm is described. This approach has simple closed form expressions, making use of a nested EM scheme where the M-step itself is solved with an EM algorithm. An advantage of this algorithm is that it provides estimates in the admissible range when the initial values are in the admissible range, and avoids overflow problems that may occur during Newton-Raphson iterations and, in certain cases, it can be faster. Some simulation evidence on the speed of the new approach compared to the one that uses Newton-Raphson is provided.

Suggested Citation

  • Karlis, Dimitris, 2009. "A note on the exponential Poisson distribution: A nested EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 894-899, February.
    • Handle: RePEc:eee:csdana:v:53:y:2009:i:4:p:894-899
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(08)00490-8
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chong Ju Choi & Carla C. J. M. Millar & Caroline Y. L. Wong, 2005. "Knowledge and the State," Palgrave Macmillan Books, in: Knowledge Entanglements, chapter 0, pages 19-38, Palgrave Macmillan.
    2. Adamidis, K. & Loukas, S., 1998. "A lifetime distribution with decreasing failure rate," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 35-42, July.
    3. Dankmar Böhning & Dieter Schön, 2005. "Nonparametric maximum likelihood estimation of population size based on the counting distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 54(4), pages 721-737, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Cancho, Vicente G. & Louzada-Neto, Franscisco & Barriga, Gladys D.C., 2011. "The Poisson-exponential lifetime distribution," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 677-686, January.
    2. Chahkandi, M. & Ganjali, M., 2009. "On some lifetime distributions with decreasing failure rate," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4433-4440, October.
    3. Sandeep Kumar Maurya & Saralees Nadarajah, 2021. "Poisson Generated Family of Distributions: A Review," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 484-540, November.
    4. Bakouch, Hassan S. & Ristić, Miroslav M. & Asgharzadeh, A. & Esmaily, L. & Al-Zahrani, Bander M., 2012. "An exponentiated exponential binomial distribution with application," Statistics & Probability Letters, Elsevier, vol. 82(6), pages 1067-1081.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lawrence Bunnell & Kweku-Muata Osei-Bryson & Victoria Y. Yoon, 0. "RecSys Issues Ontology: A Knowledge Classification of Issues for Recommender Systems Researchers," Information Systems Frontiers, Springer, vol. 0, pages 1-42.
    2. Gauss Cordeiro & Josemar Rodrigues & Mário Castro, 2012. "The exponential COM-Poisson distribution," Statistical Papers, Springer, vol. 53(3), pages 653-664, August.
    3. Joanna Sokolowska & Patrycja Sleboda, 2015. "The Inverse Relation Between Risks and Benefits: The Role of Affect and Expertise," Risk Analysis, John Wiley & Sons, vol. 35(7), pages 1252-1267, July.
    4. Donald R. Haurin & Stuart S. Rosenthal, 2009. "Language, Agglomeration and Hispanic Homeownership," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(2), pages 155-183, June.
    5. Jong Won Min, 2019. "The Influence of Stigma and Views on Mental Health Treatment Effectiveness on Service Use by Age and Ethnicity: Evidence From the CDC BRFSS 2007, 2009, and 2012," SAGE Open, , vol. 9(3), pages 21582440198, September.
    6. Alwang, Jeffrey & Larochelle, Catherine & Barrera, Victor, 2017. "Farm Decision Making and Gender: Results from a Randomized Experiment in Ecuador," World Development, Elsevier, vol. 92(C), pages 117-129.
    7. Yanina Welp & Ferran Urgell & Eduard Aibar, 2007. "From Bureaucratic Administration to Network Administration? An Empirical Study on E-Government Focus on Catalonia," Public Organization Review, Springer, vol. 7(4), pages 299-316, December.
    8. Brent Hammer & Helen Vallianatos & Candace Nykiforuk & Laura Nieuwendyk, 2015. "Perceptions of healthy eating in four Alberta communities: a photovoice project," Agriculture and Human Values, Springer;The Agriculture, Food, & Human Values Society (AFHVS), vol. 32(4), pages 649-662, December.
    9. repec:jss:jstsof:40:i09 is not listed on IDEAS
    10. Parag, Yael & Darby, Sarah, 2009. "Consumer-supplier-government triangular relations: Rethinking the UK policy path for carbon emissions reduction from the UK residential sector," Energy Policy, Elsevier, vol. 37(10), pages 3984-3992, October.
    11. Mikko Jauho & Johanna Mäkelä & Mari Niva, 2016. "Demarcating Social Practices: The Case of Weight Management," Sociological Research Online, , vol. 21(2), pages 10-22, May.
    12. Shaunak Roy, 2016. "Anatomizing the Dynamics of Societal Behaviour towards E-waste Management and Recycling Initiatives: A Case Study of Kolkata, India," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 41(1), pages 19-36, February.
    13. Cornelia Blank & Magdalena Flatscher-Thöni & Katharina Gatterer & Elisabeth Happ & Wolfgang Schobersberger & Verena Stühlinger, 2021. "Doping Sanctions in Sport: Knowledge and Perception of (Legal) Consequences of Doping—An Explorative Study in Austria," JRFM, MDPI, vol. 14(12), pages 1-18, December.
    14. Gauss M. Cordeiro & Giovana O. Silva & Edwin M. M. Ortega, 2016. "An extended-G geometric family," Journal of Statistical Distributions and Applications, Springer, vol. 3(1), pages 1-16, December.
    15. Shuk Ying Ho & David Bodoff & Kar Yan Tam, 2011. "Timing of Adaptive Web Personalization and Its Effects on Online Consumer Behavior," Information Systems Research, INFORMS, vol. 22(3), pages 660-679, September.
    16. Kastner, Thomas, 2009. "Trajectories in human domination of ecosystems: Human appropriation of net primary production in the Philippines during the 20th century," Ecological Economics, Elsevier, vol. 69(2), pages 260-269, December.
    17. A. Maes & G. Poels, 2006. "Development of a user evaluations based quality model for conceptual modeling," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/406, Ghent University, Faculty of Economics and Business Administration.
    18. Rasool Roozegar & Saralees Nadarajah & Eisa Mahmoudi, 2022. "The Power Series Exponential Power Series Distributions with Applications to Failure Data Sets," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(1), pages 44-78, May.
    19. T. D. Pol & S. Gabbert & H.-P. Weikard & E. C. Ierland & E. M. T. Hendrix, 2017. "A Minimax Regret Analysis of Flood Risk Management Strategies Under Climate Change Uncertainty and Emerging Information," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(4), pages 1087-1109, December.
    20. Johannes Hörner & Nicolas S Lambert, 2021. "Motivational Ratings [Toward the Next Generation of Recommender Systems: A Survey of the State-of-the-Art and Possible Extensions]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(4), pages 1892-1935.
    21. Carl Bonham & Christopher Edmonds & James Mak, 2006. "The Impact of 9/11 and Other Terrible Global Events on Tourism in the U.S. and Hawaii," Working Papers 200602, University of Hawaii at Manoa, Department of Economics.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:53:y:2009:i:4:p:894-899. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.