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Confidence Intervals for Linear Combinations of Poisson Means |
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| Authors: | Christopher S. Withers Saralees Nadarajah |
| Affiliation: | 1. Applied Mathematics Group, Industrial Research Limited, , Lower Hutt, New Zealand;2. School of Mathematics, University of Manchester, , Manchester, M13 9PL UK |
| Abstract: | Parametric confidence intervals are given for linear combinations of the means of independent Poisson variables and for their continuous versions. The performance of the intervals is assessed using simulation. A real data set is used to compare the proposed intervals with known ones. The proposed intervals are shown to be superior to known ones and comparable to exact intervals. |
| Keywords: | Cornish– Fisher expansions Poisson processes weighted mean |