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:: Volume 21, Issue 1 (9-2016) ::
Andishe 2016, 21(1): 41-47 Back to browse issues page
Exact maximum coverage probabilities of confidence intervals with increasing bounds for Poisson distribution mean
Alireza Shirvani *
Velayat University
Abstract:   (6468 Views)

 ‎A Poisson distribution is well used as a standard model for analyzing count data‎. ‎So the Poisson distribution parameter estimation is widely applied in practice‎. ‎Providing accurate confidence intervals for the discrete distribution parameters is very difficult‎. ‎So far‎, ‎many asymptotic confidence intervals for the mean of Poisson distribution is provided‎. ‎It is known that the coverage probability of the confidence interval (L(X),U(X)) is a function of distribution parameter‎. ‎Since Poisson distribution is discrete‎, ‎coverage probability of confidence intervals for Poisson mean has no closed form and the exact calculation of confidence coefficient‎, ‎average coverage probability and maximum coverage probabilities for this intervals‎, ‎is very difficult‎. ‎Methodologies for computing the exact average coverage probabilities as well as the exact confidence coefficients of confidence intervals for one-parameter discrete distributions with increasing bounds are proposed by Wang (2009)‎. ‎In this paper‎, ‎we consider a situation that the both lower and upper bounds of the confidence interval is increasing‎. ‎In such situations‎, ‎we explore the problem of finding an exact maximum coverage probabilities for confidence intervals of Poisson mean‎. ‎Decision about confidence intervals optimality‎, ‎based on simultaneous evaluation of confidence coefficient‎, ‎average coverage probability and maximum coverage probabilities‎, ‎will be more reliable‎.

Keywords: ‎Poisson distribution‎, ‎Confidence interval‎, ‎Coverage probability‎, ‎Confidence coefficient‎, ‎Average coverage probability‎, ‎Maximum coverage probabilities‎.
Full-Text [PDF 225 kb]   (2269 Downloads)    
Type of Study: Research | Subject: Special
Received: 2016/05/4 | Accepted: 2016/10/8 | Published: 2016/10/8
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Shirvani A. Exact maximum coverage probabilities of confidence intervals with increasing bounds for Poisson distribution mean. Andishe 2016; 21 (1) :41-47
URL: http://andisheyeamari.irstat.ir/article-1-424-en.html


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Volume 21, Issue 1 (9-2016) Back to browse issues page
مجله اندیشه آماری Andishe _ye Amari
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