Asymptotic confidence interval for the coefficient of variation of Poisson distribution: a simulation study
A new asymptotic confidence interval constructed by using a confidence intervalfor the Poisson mean is proposed for the coefficient of variation of the Poisson distribution.The following confidence intervals are considered: McKay’s confidence interval, Vangel’sconfidence interval and the proposed co...
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| Format: | Article |
| Language: | English |
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Maejo University
2010-01-01
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| Series: | Maejo International Journal of Science and Technology |
| Subjects: | |
| Online Access: | http://www.mijst.mju.ac.th/vol4/1-7.pdf |
| _version_ | 1811303187556073472 |
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| author | Wararit Panichkitkosolkul |
| author_facet | Wararit Panichkitkosolkul |
| author_sort | Wararit Panichkitkosolkul |
| collection | DOAJ |
| description | A new asymptotic confidence interval constructed by using a confidence intervalfor the Poisson mean is proposed for the coefficient of variation of the Poisson distribution.The following confidence intervals are considered: McKay’s confidence interval, Vangel’sconfidence interval and the proposed confidence interval. Using Monte Carlo simulations,the coverage probabilities and expected lengths of these confidence intervals are compared.Simulation results show that all scenarios of the new asymptotic confidence interval havedesired minimum coverage probabilities of 0.95 and 0.90. In addition, the newly proposedconfidence interval is better than the existing ones in terms of coverage probability andexpected length for all sample sizes and parameter values considered in this paper. |
| first_indexed | 2024-04-13T07:42:13Z |
| format | Article |
| id | doaj.art-487373b98c7e47f584c538970c483a2b |
| institution | Directory Open Access Journal |
| issn | 1905-7873 |
| language | English |
| last_indexed | 2024-04-13T07:42:13Z |
| publishDate | 2010-01-01 |
| publisher | Maejo University |
| record_format | Article |
| series | Maejo International Journal of Science and Technology |
| spelling | doaj.art-487373b98c7e47f584c538970c483a2b2022-12-22T02:55:49ZengMaejo UniversityMaejo International Journal of Science and Technology1905-78732010-01-0140117Asymptotic confidence interval for the coefficient of variation of Poisson distribution: a simulation studyWararit PanichkitkosolkulA new asymptotic confidence interval constructed by using a confidence intervalfor the Poisson mean is proposed for the coefficient of variation of the Poisson distribution.The following confidence intervals are considered: McKay’s confidence interval, Vangel’sconfidence interval and the proposed confidence interval. Using Monte Carlo simulations,the coverage probabilities and expected lengths of these confidence intervals are compared.Simulation results show that all scenarios of the new asymptotic confidence interval havedesired minimum coverage probabilities of 0.95 and 0.90. In addition, the newly proposedconfidence interval is better than the existing ones in terms of coverage probability andexpected length for all sample sizes and parameter values considered in this paper.http://www.mijst.mju.ac.th/vol4/1-7.pdfcoefficient of variationconfidence intervalcoverage probabilityexpected lengthPoisson distribution |
| spellingShingle | Wararit Panichkitkosolkul Asymptotic confidence interval for the coefficient of variation of Poisson distribution: a simulation study Maejo International Journal of Science and Technology coefficient of variation confidence interval coverage probability expected length Poisson distribution |
| title | Asymptotic confidence interval for the coefficient of variation of Poisson distribution: a simulation study |
| title_full | Asymptotic confidence interval for the coefficient of variation of Poisson distribution: a simulation study |
| title_fullStr | Asymptotic confidence interval for the coefficient of variation of Poisson distribution: a simulation study |
| title_full_unstemmed | Asymptotic confidence interval for the coefficient of variation of Poisson distribution: a simulation study |
| title_short | Asymptotic confidence interval for the coefficient of variation of Poisson distribution: a simulation study |
| title_sort | asymptotic confidence interval for the coefficient of variation of poisson distribution a simulation study |
| topic | coefficient of variation confidence interval coverage probability expected length Poisson distribution |
| url | http://www.mijst.mju.ac.th/vol4/1-7.pdf |
| work_keys_str_mv | AT wararitpanichkitkosolkul asymptoticconfidenceintervalforthecoefficientofvariationofpoissondistributionasimulationstudy |