Abstract
Interval estimation procedures for the ratio of two Poisson means, weighted average of Poisson rates, and product of powers of Poisson means are considered. We propose a confidence interval (CI) based on the modified large sample (MLS) approach, and compare with the Cox CIs and the Wilson-score CIs. Our numerical studies indicate that the MLS CI is comparable with the Cox CI, and offers improvement in some cases. We also provide MLS CI for a weighted sum of Poisson means and compare with the available approximate CIs. The methods are illustrated using two examples.
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