A Bayesian inference of P(λ 1 >λ 2 ) for two Poisson parameters

Youhei Kawasaki and Etsuo Miyaoka

Journal of Applied Statistics, 2012, vol. 39, issue 10, 2141-2152

Abstract: The statistical inference drawn from the difference between two independent Poisson parameters is often discussed in the medical literature. However, such discussions are usually based on the frequentist viewpoint rather than the Bayesian viewpoint. Here, we propose an index θ=P(λ 1, post >λ 2, post ), where λ 1, post and λ 2, post denote Poisson parameters following posterior density. We provide an exact and an approximate expression for calculating θ using the conjugate gamma prior and compare the probabilities obtained using the approximate and the exact expressions. Moreover, we also show a relation between θ and the p -value. We also highlight the significance of θ by applying it to the result of actual clinical trials. Our findings suggest that θ may provide useful information in a clinical trial.

Date: 2012
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DOI: 10.1080/02664763.2012.702264

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