Exact short Poisson confidence intervals

被引:16
|
作者
Kabaila, P [1 ]
Byrne, J [1 ]
机构
[1] La Trobe Univ, Dept Stat Sci, Melbourne, Vic, Australia
关键词
confidence interval; discrete data; Poisson mean;
D O I
10.2307/3316053
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The authors propose a new method for constructing a confidence interval for the expectation theta of a Poisson random variable. The interval they obtain cannot be shortened without the infimum over theta of the coverage probability falling below 1-alpha. 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.
引用
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页码:99 / 106
页数:8
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