Properties of Estimators for Generalized Poisson Distribution

Abstract

Some properties of estimators for generalized Poisson distribution were considered, they were derived the asymptotic properties of the method of moments estimators (MME), maximum likelihood estimators (MLE) and maximum Bayesian likelihood estimators (MBLE). Kumar and Consul (1980) have obtained their expectations up to the first order approximation. They derived asymptotic variances and the covariance of the method of moments estimators, ^MME and ^MME. Consul and Shoukri (1984) derived the asymptotic variance and the covariance of the maximum likelihood estimators, ^MLE and ^MLE and Suraporn, B. (2006) derived the asymptotic variance and the covariance of the maximum Bayesian likelihood estimators, ^MBLE and ^MBLE . In this paper, some properties of existing estimators, the properties of estimators; consistency, bound and relative efficiency of estimators are considered.