[19334] in s-news-athena
Re: [S] Confidence interval for a discrete Poisson variable with
daemon@ATHENA.MIT.EDU (Albyn Jones)
Tue Sep 28 11:45:14 1999
Date: Tue, 28 Sep 1999 08:38:04 -0700 (PDT)
From: Albyn Jones <jones@reed.edu>
To: Pierre Delfosse <pierre.delfosse@centexbel.be>
Cc: s-news@wubios.wustl.edu
In-Reply-To: <C1B1A78EB953D211902D0040056AC48B0451E3@VRVCOM>
Message-Id: <Pine.GSO.4.05.9909280835390.17424-100000@six.reed.edu>
Mime-Version: 1.0
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On Tue, 28 Sep 1999, Pierre Delfosse wrote:
>
> Dear S+ users,
>
> I would like to build confidence intervals for a discrete Poisson
> variable whose mean follows a normal distribution with mean>0 and CV<<1
> (at least approximately, given the positivity constraint).
> As this mean can take small values, the usual normal approximation to
> the Poisson variable cannot be accepted.
>
> Thank you for any help (including a pointer to a good reference).
>
A more natural mixture model for the Poisson is the Gamma mixture
(Poisson mean follows a Gamma distribution). This will automatically
satisfy the positivity constraint... A Gamma mixture of Poissons
has a Negative Binomial distribution.
albyn
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http://www.reed.edu/~jones Albyn Jones jones@reed.edu
Reed College, Portland OR 97202 (503)-771-1112 x7418
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