Displaying 1 result from an estimated 1 matches for "lambda_hat".
2009 Jan 15
1
Confidence Intervals for Poisson
Hi folks!
I run the following code to get a CI for a Poisson with lambda=12.73
library(MASS)
set.seed(125)
x <- rpois(100,12.73)
lambda_hat<-fitdistr(x, dpois, list(lambda=12))$estimate
#Confidence Intervals - Normal Approx.
alpha<-c(.05,.025,.01)
for(n in 1:length(alpha)) {
LowerCI<-mean(x)-(qnorm(1-alpha[n]/2, mean = 0, sd =
1)*sqrt(var(x)/length(x)))
UpperCI<-mean(x)+(qnorm(1-alpha[n]/2, mean = 0, sd =
1)*sqrt(var(x...