Related papers: Confidence Intervals for Poisson Distribution Para…
We present a method of constructing statistical intervals that obtain a natural middle ground between Bayesian and frequentist statistical intervals, previously unexplored in literature: To a p% Bayesian credible interval we should assign a…
We study exact confidence intervals and two-sided hypothesis tests for univariate parameters of stochastically increasing discrete distributions, such as the binomial and Poisson distributions. It is shown that several popular methods for…
This article describes an efficient procedure for computing approximate confidence levels for searches for new particles where the expected signal and background levels are small enough to require the use of Poisson statistics. The results…
Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…
In this paper the generalization of the Poisson distribution is derived for the case when each consecutive event changes event rate. A simple formula for the probability of observing of a given number of events for the selected period of…
The paper proposes a formal estimation procedure for parameters of the fractional Poisson process (fPp). Such procedures are needed to make the fPp model usable in applied situations. The basic idea of fPp, motivated by experimental data…
We consider the power to reject false values of the parameter in Frequentist methods for the calculation of confidence intervals. We connect the power with the physical significance (reliability) of confidence intervals for a parameter…
This paper derives lower bounds for the mean square errors of parameter estimators in the case of Poisson distributed data subjected to multiple abrupt changes. Since both change locations (discrete parameters) and parameters of the Poisson…
We present a procedure for calculating an upper limit on the number of signal events which incorporates the Poisson uncertainty in the background, estimated from control regions of one or two dimensions. For small number of signal events,…
Frank Porter has recently posted a review of "Confidence intervals for the Poisson distribution" (arXiv:2509.02852). The long, diverse history of such intervals is closely related to that of confidence intervals for the parameter of the…
We compute bias, variance, and approximate confidence intervals for the efficiency of a random selection process under various special conditions that occur in practical data analysis. We consider the following cases: a) the number of…
The incorporation of uncertainties to calculations of signal significance in planned experiments is an actual task. Several approaches to this problem are discussed. We present a procedure for taking into account the systematic uncertainty…
We present an algorithm which allows a fast numerical computation of Feldman-Cousins confidence intervals for Poisson processes, even when the number of background events is relatively large. This algorithm incorporates an appropriate…
Constructing valid inferential methods for constrained parameters in normal and Poisson distributions represents two fundamental and important problems in applied statistics, for which there is currently no unified framework for statistical…
In this paper, we have developed a new class of sampling schemes for estimating parameters of binomial and Poisson distributions. Without any information of the unknown parameters, our sampling schemes rigorously guarantee prescribed levels…
The existence of the shortest confidence interval for Poisson mean is shown. The method of obtaining such an interval is presented as well.
We construct uncertainty intervals for weak Poisson signals in the presence of background. We consider the case where a primary experiment yields a realization of the signal plus background, and a second experiment yields a realization of…
Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…
The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…
In this note we consider coverage of confidence intervals calculated with and without systematic uncertainties. These calculations follow the prescription originally proposed by Cousins & Highland but here extended to account for different…