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On the Confidence Interval for the parameter of Poisson Distribution

S. I. Bityukov·N. V. Krasnikov·V. A. Taperechkina
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Abstract

The possibility of construction of continuous analogue of Poisson distribution with the search of bounds of confidence intervals for parameter of Poisson distribution is discussed. Also, in the article is shown that the true value of a parameter of Poisson distribution for the observed value $\hat x$ has Gamma distribution with the scale parameter, which is equal to one, and the shape parameter, which is equal to $\hat x$. The results of numerical construction of confidence intervals are presented.

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S. I. Bityukov, N. V. Krasnikov, V. A. Taperechkina. 2000-09-12. On the Confidence Interval for the parameter of Poisson Distribution. https://arxiv.org/abs/physics/0008082

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