Abstract
Performance of various methods of confidence intervals for the mean of a Poisson distribution is evaluated in terms of coverage probability, expected length (width), p-confidence and p-bias. Methods include an exact procedure, methods based on normal approximations to pivotals, methods based on variance stabilizing transformation and five of these procedures with their bootstrap versions, in stead of the usual normal approximation.
Comparison has been made by considering different values of Poisson mean and sample sizes. The nominal confidence coefficient has been taken to be 95%. Comparison is based on simulation studies.
Recommendations for use of an appropriate method have been made as per requirements of a user.
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