Bayesian Estimation of the Distribution Function of the Poisson Model

This paper presents the Bayes estimators of the Poisson distribution function based on complete and truncated data under a natural conjugate prior. Laplace transform of the incomplete gamma function and the Gauss hypergeometric function have been employed in order to overcome the intractability of the integrals. Numerical examples from biosciences are given to illustrate the results. A Monte Carlo study has been carried out to compare Bayes estimators under complete data with the corresponding maximum liklihood estimators.