Confidence intervals for the comparison of two poisson distributions

Lisa A. Weissfeld, R. T.S. Laurent, L. H. Moulton

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

Confidence interval construction for the difference in mean event rates for two Independent Poisson samples is discussed. Intervals are derived by considering Bayes estimates of the mean event rates using a family of noninformative priors. The coverage probabilities of the proposed intervals are compared to those of the standard Wald interval for a small number of observed events. A compromise method of constructing an interval based on the data is suggested and its properties are evaluated. The method is illustrated in several examples.

Original languageEnglish (US)
Pages (from-to)3071-3081
Number of pages11
JournalCommunications in Statistics - Theory and Methods
Volume20
Issue number10
DOIs
StatePublished - Jan 1 1991
Externally publishedYes

Keywords

  • Poisson mean
  • confidence Interva1
  • noninformative prior

ASJC Scopus subject areas

  • Statistics and Probability

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