Question: Let y 1 , y 2 , . . . , y n be a random sample from a Poisson distribution with mean . Suppose
Let y1, y2, . . . , yn be a random sample from a Poisson distribution with mean λ. Suppose we use y̅ as an estimator of λ. Derive a (1 - α)100% confidence interval for λ. Start with the pivotal statistic 
and show that for large samples, Z is approximately a standard normal random variable. Then substitute y̅ for λ in the denominator (why can you do this?) and follow the pivotal method of Example 7.6.
y - A Z = VA/n
Step by Step Solution
3.36 Rating (162 Votes )
There are 3 Steps involved in it
Let y y1 y2 ynn be the sample mean Since the sample i... View full answer
Get step-by-step solutions from verified subject matter experts
