[R] Confidence limits for the parameter of the Poisson distribution
Rolf Turner
r.turner at auckland.ac.nz
Thu Nov 6 22:14:32 CET 2008
On 7/11/2008, at 9:26 AM, Hoang Trong Minh Tuan wrote:
> Hi all,
> So far I only know one way to get the confidence limit for the
> Poisson
> distribution is to use the look-up table given by the 2 parameter (the
> number of observation x and the confidence level, e.g. 95%) and the
> table is
> limit by the maximum number of observations (x <= 50).
> I know the formula to compute the CI, however, mathematically it
> is not
> easy to do it. So, anyone know an R function to do this. Thanks
>
> Tuan.
You may find the URL
http://www.math.mcmaster.ca/peter/s743/poissonalpha.html
useful.
cheers,
Rolf Turner
P.S. The foregoing URL discusses the issues in terms of a *single*
observation. Note that if X_1, ..., X_n are i.i.d. Poisson(lambda)
then Y = X_1 + ... + X_n is Poisson(n*lambda).
Note that the ``exact'' confidence limits are very conservative.
R. T.
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