Modified large sample confidence intervals for Poisson distributions: Ratio, weighted average, and product of means

K. Krishnamoorthy, Jie Peng and Dan Zhang

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 1, 83-97

Abstract: Interval estimation procedures for the ratio of two Poisson means, weighted average of Poisson rates, and product of powers of Poisson means are considered. We propose a confidence interval (CI) based on the modified large sample (MLS) approach, and compare with the Cox CIs and the Wilson-score CIs. Our numerical studies indicate that the MLS CI is comparable with the Cox CI, and offers improvement in some cases. We also provide MLS CI for a weighted sum of Poisson means and compare with the available approximate CIs. The methods are illustrated using two examples.

Date: 2016
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DOI: 10.1080/03610926.2013.821486

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