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Exact short poisson confidence intervals
Author(s) -
Kabaila Paul,
Byrne John
Publication year - 2001
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3316053
Subject(s) - infimum and supremum , poisson distribution , confidence interval , interval (graph theory) , poisson regression , variable (mathematics) , random variable , mathematics , statistics , binomial proportion confidence interval , cdf based nonparametric confidence interval , coverage probability , robust confidence intervals , credible interval , discrete mathematics , combinatorics , mathematical analysis , medicine , population , negative binomial distribution , environmental health
The authors propose a new method for constructing a confidence interval for the expectation θ of a Poisson random variable. The interval they obtain cannot be shortened without the infimum over θ of the coverage probability falling below 1 ‐ α. In addition, the endpoints of the interval are strictly increasing functions of the observed variable. An easy‐to‐program algorithm is provided for computing this interval.