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.
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