Chisquare Intervals for a Poisson Parameter  Bayes, Classical and Structural
Abstract
The 'standard' confidence interval for a Poisson parameter is only one of a number of estimation intervals based on the chisquare distribution that may be used in the estimation of the mean or mean rate for a Poisson model. Other chisquare intervals are available for experimenters using Bayesian or structural inference methods. Exploring these intervals also leads to other alternate approximate chisquare intervals. Although coverage probability may not always be of interest for Bayesian or structural intervals, coverage probabilities are useful for validating 'objective' priors. Coverage probabilities are explored for all of the intervals considered.
 Publication:

arXiv eprints
 Pub Date:
 February 2011
 arXiv:
 arXiv:1102.0822
 Bibcode:
 2011arXiv1102.0822M
 Keywords:

 Mathematics  Statistics Theory;
 62F25;
 62F15;
 62A01
 EPrint:
 14 pages