- #1

- 176

- 0

- Thread starter theneedtoknow
- Start date

- #1

- 176

- 0

- #2

DrDu

Science Advisor

- 6,076

- 787

Using a sigma confidence interval you are implicitly assuming an asymptotic normal distribution. Or do you want e.g. a 64% error interval?

In the first case, if x is the parameter of the Poisson distribution, then it's variance is x, too. The estimate of x is n, the number of events observed. Then possible 1 sigma confidence intervals are

n+-sqrt(n).

If you want better CIs, with a given significance level (rather than sigma value) p, refer to the article by Crow and Gardner:

http://www.ps.uci.edu/~markm/freq/crowgardner.ps [Broken]

In the first case, if x is the parameter of the Poisson distribution, then it's variance is x, too. The estimate of x is n, the number of events observed. Then possible 1 sigma confidence intervals are

n+-sqrt(n).

If you want better CIs, with a given significance level (rather than sigma value) p, refer to the article by Crow and Gardner:

http://www.ps.uci.edu/~markm/freq/crowgardner.ps [Broken]

Last edited by a moderator:

- Last Post

- Replies
- 2

- Views
- 4K

- Last Post

- Replies
- 4

- Views
- 3K

- Last Post

- Replies
- 2

- Views
- 2K

- Last Post

- Replies
- 1

- Views
- 2K

- Last Post

- Replies
- 1

- Views
- 2K

- Replies
- 0

- Views
- 1K

- Last Post

- Replies
- 1

- Views
- 3K

- Last Post

- Replies
- 1

- Views
- 4K

- Last Post

- Replies
- 8

- Views
- 673

- Last Post

- Replies
- 1

- Views
- 3K