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Bayesian Estimation for Linear Functions of Poisson Rates

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  • Lizanne Raubenheimer
  • Abrie Van der Merwe

Abstract

The probability matching prior for linear functions of Poisson parameters is derived. A comparison is made between the confidence intervals obtained by Stamey and Hamilton (2006), and the intervals derived by us when using the Jeffreys’ and probability matching priors. The intervals obtained from the Jeffreys’ prior are in some cases fiducial intervals (Krishnamoorthy and Lee, 2010). A weighted Monte Carlo method is used for the probability matching prior. The power and size of the test, using Bayesian methods, is compared to tests used by Krishnamoorthy and Thomson (2004). The Jeffreys’, probability matching and two other priors are used.

Suggested Citation

  • Lizanne Raubenheimer & Abrie Van der Merwe, 2014. "Bayesian Estimation for Linear Functions of Poisson Rates," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(19), pages 4025-4045, October.
    • Handle: RePEc:taf:lstaxx:v:43:y:2014:i:19:p:4025-4045
    DOI: 10.1080/03610926.2012.712191
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