Bayesian and Non-Bayesian Interval Estimators for the Poisson Mean
Seventeen different confidence intervals for the Poisson mean are compared using simulations and a real data application. The interval estimators include the Wald interval estimator, the score interval estimator, the exact interval estimator, the bootstrap interval estimator, the equal tails credib...
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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2015-11-01
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| Series: | Revstat Statistical Journal |
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| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/175 |
| _version_ | 1828148510368727040 |
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| author | S. Nadarajah |
| author_facet | S. Nadarajah |
| author_sort | S. Nadarajah |
| collection | DOAJ |
| description |
Seventeen different confidence intervals for the Poisson mean are compared using simulations and a real data application. The interval estimators include the Wald interval estimator, the score interval estimator, the exact interval estimator, the bootstrap interval estimator, the equal tails credible interval estimator, Jeffreys prior credible interval estimator, the HPD credible interval estimator and the relative surprise credible interval estimator. Recommendations for choosing among the seventeen intervals are given for different sample sizes and different Poisson means.
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| first_indexed | 2024-04-11T21:16:01Z |
| format | Article |
| id | doaj.art-b4e29b96694245b9b04e09c4c20a57b8 |
| institution | Directory Open Access Journal |
| issn | 1645-6726 2183-0371 |
| language | English |
| last_indexed | 2024-04-11T21:16:01Z |
| publishDate | 2015-11-01 |
| publisher | Instituto Nacional de Estatística | Statistics Portugal |
| record_format | Article |
| series | Revstat Statistical Journal |
| spelling | doaj.art-b4e29b96694245b9b04e09c4c20a57b82022-12-22T04:02:49ZengInstituto Nacional de Estatística | Statistics PortugalRevstat Statistical Journal1645-67262183-03712015-11-0113310.57805/revstat.v13i3.175Bayesian and Non-Bayesian Interval Estimators for the Poisson MeanS. Nadarajah 0University of Manchester Seventeen different confidence intervals for the Poisson mean are compared using simulations and a real data application. The interval estimators include the Wald interval estimator, the score interval estimator, the exact interval estimator, the bootstrap interval estimator, the equal tails credible interval estimator, Jeffreys prior credible interval estimator, the HPD credible interval estimator and the relative surprise credible interval estimator. Recommendations for choosing among the seventeen intervals are given for different sample sizes and different Poisson means. https://revstat.ine.pt/index.php/REVSTAT/article/view/175coverage lengthcoverage probabilityPoisson distribution |
| spellingShingle | S. Nadarajah Bayesian and Non-Bayesian Interval Estimators for the Poisson Mean Revstat Statistical Journal coverage length coverage probability Poisson distribution |
| title | Bayesian and Non-Bayesian Interval Estimators for the Poisson Mean |
| title_full | Bayesian and Non-Bayesian Interval Estimators for the Poisson Mean |
| title_fullStr | Bayesian and Non-Bayesian Interval Estimators for the Poisson Mean |
| title_full_unstemmed | Bayesian and Non-Bayesian Interval Estimators for the Poisson Mean |
| title_short | Bayesian and Non-Bayesian Interval Estimators for the Poisson Mean |
| title_sort | bayesian and non bayesian interval estimators for the poisson mean |
| topic | coverage length coverage probability Poisson distribution |
| url | https://revstat.ine.pt/index.php/REVSTAT/article/view/175 |
| work_keys_str_mv | AT snadarajah bayesianandnonbayesianintervalestimatorsforthepoissonmean |