A Simulation Comparison of New Confidence Intervals for the Coefficient of Variation of a Poisson Distribution

摘要

This paper proposes four new confidence intervals for the coefficient of variation of a Poisson distribution based on obtaining confidence intervals for the Poisson mean. The following confidence intervals are considered: confidence intervals for the coefficient of variation of a Poisson distribution based on Wald (W), Wald with continuity correction (WCC), Scores (S) and Variance stabilizing (VS) confidence interval. Using Monte Carlo simulations, the coverage probabilities and lengths of these confidence intervals are compared. Simulation results have shown that the confidence interval based on WCC has desired closeness coverage probabilities of 0.95 and 0.90. Additionally, the lengths of newly proposed confidence intervals are slightly different. Therefore, the confidence interval based on WCC is more suitable than the other three confidence intervals in terms of the coverage probability.