Modified large sample confidence intervals for Poisson distributions: ratio, weighted average, and product of means
DOI10.1080/03610926.2013.821486zbMATH Open1341.62100OpenAlexW2231458005MaRDI QIDQ2807658FDOQ2807658
Dan Zhang, K. Krishnamoorthy, Jie Peng
Publication date: 25 May 2016
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.821486
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Cites Work
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- Inference for functions of parameters in discrete distributions based on fiducial approach: binomial and Poisson cases
- On tests and estimates for the ratio of Poisson means
- SOME SIMPLE APPROXIMATE TESTS FOR POISSON VARIATES
- Confidence interval estimation for lognormal data with application to health economics
- A simulation study comparing methods for calculating confidence intervals for directly standardized rates
- Confidence Intervals for Difference Between Two Poisson Rates
- On Bayesian Estimation of the Product of Poisson Rates with Application to Reliability
Cited In (4)
- Vessel traffic risk assessment based on uncertainty analysis in the risk matrix
- Confidence interval estimation in the class of modified power series distributions
- A test for the Behrens–Fisher problem based on the method of variance estimates recovery
- Fiducial confidence intervals for proportions in finite populations: One- and two-sample problems
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