Confidence Intervals for Difference Between Two Poisson Rates
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AbstractIn this article, we develop four explicit asymptotic two-sided confidence intervals for the difference between two Poisson rates via a hybrid method. The basic idea of the proposed method is to estimate or recover the variances of the two Poisson rate estimates, which are required for constructing the confidence interval for the rate difference, from the confidence limits for the two individual Poisson rates. The basic building blocks of the approach are reliable confidence limits for the two individual Poisson rates. Four confidence interval estimators that have explicit solutions and good coverage levels are employed: the first normal with continuity correction, Rao score, Freeman and Tukey, and Jeffreys confidence intervals. Using simulation studies, we examine the performance of the four hybrid confidence intervals and compare them with three existing confidence intervals: the non-informative prior Bayes confidence interval, the t confidence interval based on Satterthwait's degrees of freedom, and the Bayes confidence interval based on Student's t confidence coefficient. Simulation results show that the proposed hybrid Freeman and Tukey, and the hybrid Jeffreys confidence intervals can be highly recommended because they outperform the others in terms of coverage probabilities and widths. The other methods tend to be too conservative and produce wider confidence intervals. The application of these confidence intervals are illustrated with three real data sets.
All Author(s) ListLi HQ, Tang ML, Poon WY, Tang NS
Journal nameCommunications in Statistics - Simulation and Computation
Volume Number40
Issue Number9
Pages1478 - 1493
LanguagesEnglish-United Kingdom
KeywordsConfidence interval; MOVER; Poisson rate Difference; Square-and-add Approach
Web of Science Subject CategoriesMathematics; Statistics & Probability; STATISTICS & PROBABILITY

Last updated on 2021-14-01 at 23:34