JSM 2011 Online Program

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Abstract Details

Activity Number: 186
Type: Invited
Date/Time: Monday, August 1, 2011 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistical Computing
Abstract - #303167
Title: Confidence Intervals for the Ratio of Two Poisson Rates
Author(s): Yonggang Zhao*+ and Qianqiu Li
Companies: Pfizer Inc. and Johnson & Johnson Pharmaceutical R&D, LLC
Address: , , PA, 19403,
Keywords: Confidence interval ; Poisson rate ; Bootstrap ; Bayesian
Abstract:

This working paper presents six methods for constructing a confidence interval for the ratio of two Poisson rates: Wald's, Delta and Fieller's methods under normal approximation, Bayesian method under gamma priors, and Bootstrap methods (Hall's and Bootstrap-t). These methods are evaluated on simulation data via confidence interval width and coverage probability. Some recommendations are provided under simulation scenarios.


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