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Information bounds and MCMC parameter estimation for the pile-up model

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Academic year: 2021

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Figure 1: Fisher information λ 7→ I λ (θ 0 , λ) of λ for the pile-up model in the Poisson case versus the Fisher information of the Bernoulli model with parameter e −λ .
Figure 3: Cramér-Rao bounds λ 7→ CR(λ, θ 0 ) for two-component models.
Table 2: Comparison of the standard estimation method and the MCMC method for a two-component model with true parameter values α 1 = .33, α 2 = .66, ν 1 = .5, ν 2 = 6 .

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