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A Classroom Approach to the Construction of an Approximate Confidence Interval of a Poisson Mean Using One Observation
Authors:Per Gösta Andersson
Abstract:Even elementary statistical problems may give rise to a deeper and broader discussion of issues in probability and statistics. The construction of an approximate confidence interval for a Poisson mean turns out to be such a case. The simple standard two-sided Wald confidence interval by normal approximation is discussed and compared with the score interval. The discussion is partly in the form of an imaginary dialog between a teacher and a student, where the latter is supposed to have studied mathematical statistics for at least one semester.
Keywords:Score statistic  Skewness  Symmetric confidence interval  Wald statistic.
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