Title: Asymptotic confidence interval for the coefficient of variation of Poisson distribution: a simulation study
Abstract:A new asymptotic confidence interval constructed by using a confidence interval for the Poisson mean is proposed for the coefficient of variation of the Poisson distribution. The following confidence ...A new asymptotic confidence interval constructed by using a confidence interval for the Poisson mean is proposed for the coefficient of variation of the Poisson distribution. The following confidence intervals are considered: McKay's confidence interval, Vangel's confidence interval and the proposed confidence interval. Using Monte Carlo simulations, the coverage probabilities and expected lengths of these confidence intervals are compared. Simulation results show that all scenarios of the new asymptotic confidence interval have desired minimum coverage probabilities of 0.95 and 0.90. In addition, the newly proposed confidence interval is better than the existing ones in terms of coverage probability and expected length for all sample sizes and parameter values considered in this paper.Read More
Publication Year: 2010
Publication Date: 2010-01-01
Language: en
Type: article
Indexed In: ['doaj']
Access and Citation
Cited By Count: 11
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