Comparison of confidence intervals for the Poisson mean

摘要

Performance of various methods of confidence intervals for the mean of a Poisson distribution is evaluated in terms ofrncoverage probability, expected length (width), p-confidence and p-bias. Methods include an exact procedure, methods based onrnnormal approximations to pivotals, methods based on variance stabilizing transformation and five of these procedures with theirrnbootstrap versions, in stead of the usual normal approximation.rnComparison has been made by considering different values of Poisson mean and sample sizes. The nominal confidence coefficientrnhas been taken to be 95%. Comparison is based on simulation studies.rnRecommendations for use of an appropriate method have been made as per requirements of a user.