One sided testing of two Poisson distributions?

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Discussion Overview

The discussion revolves around testing whether one Poisson distributed variable is larger than another. Participants explore statistical methods for comparing two Poisson distributions, including the use of the Skellam distribution and normal approximations, while addressing the challenges of interpreting variances and sample sizes in the context of single measurements.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant seeks guidance on testing if one Poisson variable is larger than another and requests references for further reading.
  • Another participant suggests computing the difference between the two Poisson means and checking its significance using the Skellam distribution, or approximating with a normal distribution for large samples.
  • A participant expresses familiarity with the Skellam distribution but seeks clarification on applying the normal distribution method, particularly with large means.
  • It is proposed that if true variances are known, a z-test can be used, while computed variances would require a t-test, with the z-test being a good approximation for larger sample sizes.
  • One participant expresses uncertainty about how to interpret "computed variance" and "sample size" given that they only have single measurements for each variable.
  • A participant references a specific paper and discusses the parameters to use for testing, including significance levels and estimating variances from measurements.
  • Another participant reiterates the challenge of interpreting variances and sample sizes, noting that for Poisson distributions, knowing the mean also provides the variance.

Areas of Agreement / Disagreement

Participants express varying levels of understanding and confidence in applying statistical tests to their situation, with no consensus reached on the best approach or interpretation of the statistical concepts involved.

Contextual Notes

Participants highlight limitations in their understanding of statistical formalities, particularly regarding the interpretation of variances and sample sizes when dealing with single Poisson measurements.

Gerenuk
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I want to test if one Poisson distributed result a is large than another one b.
I don't know much about statistics, but I understood the Wiki article about testing normal distribution however they need the number of samples there.

Basically I measure two Poisson distributed variables, I get two values and want to know the probability that one is larger than the other.

Can someone give my a quick reference (online or good book), where I can find my problem as close as possible?
 
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You can compute the difference between the two Poisson means and see whether the difference is significantly different from zero under the Skellam distribution.

Or (with a large enough sample) you can assume that the normal distribution will be a reasonable approximation.
 
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EnumaElish said:
You can compute the difference between the two Poisson means and see whether the difference is significantly different from zero under the Skellam distribution.

Or (with a large enough sample) you can assume that the normal distribution will be a reasonable approximation.

I think I just about know what to do with the Skellam. But it has a funny Bessel function.
I have both means approx. 500.
What would be the method with the normal distribution?
 
If you know the true variances, the z test.

If you are using computed variances, then technically you should use t test with equal or unequal variances, as the case may be. As the sample size increases, the z-test becomes a good approximation to the t-test (e.g. for n > 40).
 
EnumaElish said:
If you know the true variances, the z test.

If you are using computed variances, then technically you should use t test with equal or unequal variances, as the case may be. As the sample size increases, the z-test becomes a good approximation to the t-test (e.g. for n > 40).

I tried to look through these tests, but I'm not sure what to take. I only know that I measured a single value
x and single value y. Both are supposed to be Poisson (so I expect x+- sqrt(x) and y+-sqrt(y)).

In this case I'm not sure how interpret "computed variance" or "sample size".
I know about mathematics, but not of the formalities of statistics :(
 
I found the following (attachment) in
"An improved approximate two-sample poisson test" (M.D.Huffman)

Just to make sure I got it right and plug in the right values:
I use \alpha=0.05, p=0.90 as sensible values?
I look up z in a table? (i.e. z_{0.95}=1.65, z_{0.90}=1.28)
I estimate \varrho from initial measurements.
Should I use equal counting time d=1 for best results?
By equation (4) I will find how long I have to measure...
 

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Gerenuk said:
I tried to look through these tests, but I'm not sure what to take. I only know that I measured a single value
x and single value y. Both are supposed to be Poisson (so I expect x+- sqrt(x) and y+-sqrt(y)).

In this case I'm not sure how interpret "computed variance" or "sample size".
I know about mathematics, but not of the formalities of statistics :(
In a z-test you are assumed to know both means and variances. Poisson is a one-parameter distribution (say k) where mean is a function of k, and variance is also a function of k; so you can derive both means and both variances if you know the k parameter for each of the distributions. Put differently, if you know the mean then you know the variance.
 
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