The estimation of the parameter of the Poisson distribution, say λ, is an important task in applied statistics. Frequently we only have available a single observation and our goal is to construct a confidence interval. We illustrate under what conditions we can construct a confidence interval based on three methods: central limit theorem, exact method, and the likelihood ratio method. We also illustrate this problem constructing a confidence interval for the rate of suicides in Colombia.
|Translated title of the contribution
|Interval estimation for the poisson distribution parameter with a single observation
|Number of pages
|Revista Colombiana de Estadistica
|Published - Jun 2007
All Science Journal Classification (ASJC) codes
- Statistics and Probability