Citation

Weissfeld, L.A., St. Laurent, R.T., & Moulton, L.H. (1991).   Confidence intervals for the comparison of two Poission distributions.   Communications in Statistics -- Theory and Methods 20(10): 3071-3081.

Abstract

Confidence interval construction for the difference in mean event rates for two independent Poisson samples is discussed. Intervals are derived by considering Bayes estimates of the mean event rates using a family of noninformative priors. The coverage probabilities of the proposed intervals are compared to those of the standard Wald interval for a small number of observed events. A compromise method of constructing an interval based on the data is suggested and its properties are evaluated. The method is illustrated in several examples.

Keywords

Confidence interval; noninformative prior; Poisson mean.