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Preliminary Results
An Monte Carlo simulation was performed to compare the three estimators
``WF87'', ``WF87obs'' and ``4th''. Problems with point-estimation for ``MMLD''
meant that this estimator could not be tested. The preliminary results of the
following graphs were averaged over 100,000 iterations.
Interestingly, the Expected Kullback-Leibler and Expected Root-Mean-Square
distances can no longer be obtained from simply integrating under the graphs.
Instead, they must be biased by multiplying it by the prior h(r). For the
binomial distribution, this was not required because a uniform prior was used.
Figure:
Expected Kullback-Leibler distance conditional upon r for the
Poisson distribution
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Figure
shows that ``4th'' and
``WF87obs'' actually produces worse results than ``WF87''. At present, this
cannot be explained. However, before dismissing the result as an implementation
error, it is theoretically possible for the 4th-order extension to
produce worse results than the 2nd-order extension [#!Dowe:private!#].
Figure:
Expected Root-Mean-Square distance conditional upon r for the
Poisson distribution
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Figure
also shows that ``4th'' and
``WF87obs'' produces worse results than ``WF87''. It is a possibility that a
mistake has been made in the implementation. Therefore, it has been placed in
the Appendices pending verification via another means.
Next: Gaussian Distribution
Up: Poisson Distribution
Previous: Implementation of Poisson experiment
Edmund Lam
2000-12-04