Problem of statistical inference Poisson












1












$begingroup$


I am having problems solving this problem of statistical inference and I do not know if it is well done or not, so I would like someone to review it. I just started with inference, so I have my problems.



-The weekly number of failures due to software problems that have occurred in a computer system are the following:



Number fails 0  1  2  3  4  5  6  8
Frequency 41 62 63 38 12 7 1 1




1) Can it be accepted that the weekly number of failures due to software problems that occur in that computer system is a random variable with Poisson distribution?





What I have to do is calculate the chi-square, which I get from Chi-Square values ​​= 379,682 with 11 g.l. Value-P = 0,0
It does not fit me since it gives me a p-value of 0 and it never happened to me, so I do not know if you could tell me that this result is true





2) Assuming that the weekly number of failures due to software problems is distributed according to a law Poisson: Calculate an unbiased estimate of the weekly rate of system failures due to software problems.





What I have to calculate is a mean that the best estimator (and also unbiased is the sample mean) that has a value of 1.77333 to be unbiased E (Estimation) = μ and because E (Average) = μ
We concluded that he would be unbiased.





3) Calculate a level confidence interval of at least 0.94 for the distribution parameter.





I have this, but I am not very confident that it is correct:



Average (x): 1,77333
Standard deviation (s): 1.36185
(x +/- Ks)
100 (1-1 / K ^ 2) = 94; K = 4.0824
1.7733 +/- 4.0824 * 1.36185 = [-3.7863, 7,3329]




4) Calculate a confidence interval of approximate level 0.94 for the distribution parameter using the central limit theorem.





Of the sample rate I have my own mean which is 1.7733 and of null hypothesis, as they do not tell me anything, I suppose 0.5 for n = 225 and I get the IC [1.61016, 1.94868]





5) Can it be accepted, at a level of 2%, that, as the engineer responsible for the system says, the weekly failure rate is at most 1.6? And at a level of 5%?





It is the same exercise as the previous one but with a null hypothesis of 1.6, for an average of 1.7733 and n = 225. As it tells me that it is unilateral less than (HERE I HAVE DOUBTS IF IT IS UNILATERAL LESS THAN) and with the p-value of 0.981321 I conclude that I can not reject the null hypothesis for alpha 0.02.



For 5% I get the same p-value and same conclusion of rejection










share|cite|improve this question











$endgroup$

















    1












    $begingroup$


    I am having problems solving this problem of statistical inference and I do not know if it is well done or not, so I would like someone to review it. I just started with inference, so I have my problems.



    -The weekly number of failures due to software problems that have occurred in a computer system are the following:



    Number fails 0  1  2  3  4  5  6  8
    Frequency 41 62 63 38 12 7 1 1




    1) Can it be accepted that the weekly number of failures due to software problems that occur in that computer system is a random variable with Poisson distribution?





    What I have to do is calculate the chi-square, which I get from Chi-Square values ​​= 379,682 with 11 g.l. Value-P = 0,0
    It does not fit me since it gives me a p-value of 0 and it never happened to me, so I do not know if you could tell me that this result is true





    2) Assuming that the weekly number of failures due to software problems is distributed according to a law Poisson: Calculate an unbiased estimate of the weekly rate of system failures due to software problems.





    What I have to calculate is a mean that the best estimator (and also unbiased is the sample mean) that has a value of 1.77333 to be unbiased E (Estimation) = μ and because E (Average) = μ
    We concluded that he would be unbiased.





    3) Calculate a level confidence interval of at least 0.94 for the distribution parameter.





    I have this, but I am not very confident that it is correct:



    Average (x): 1,77333
    Standard deviation (s): 1.36185
    (x +/- Ks)
    100 (1-1 / K ^ 2) = 94; K = 4.0824
    1.7733 +/- 4.0824 * 1.36185 = [-3.7863, 7,3329]




    4) Calculate a confidence interval of approximate level 0.94 for the distribution parameter using the central limit theorem.





    Of the sample rate I have my own mean which is 1.7733 and of null hypothesis, as they do not tell me anything, I suppose 0.5 for n = 225 and I get the IC [1.61016, 1.94868]





    5) Can it be accepted, at a level of 2%, that, as the engineer responsible for the system says, the weekly failure rate is at most 1.6? And at a level of 5%?





    It is the same exercise as the previous one but with a null hypothesis of 1.6, for an average of 1.7733 and n = 225. As it tells me that it is unilateral less than (HERE I HAVE DOUBTS IF IT IS UNILATERAL LESS THAN) and with the p-value of 0.981321 I conclude that I can not reject the null hypothesis for alpha 0.02.



    For 5% I get the same p-value and same conclusion of rejection










    share|cite|improve this question











    $endgroup$















      1












      1








      1





      $begingroup$


      I am having problems solving this problem of statistical inference and I do not know if it is well done or not, so I would like someone to review it. I just started with inference, so I have my problems.



      -The weekly number of failures due to software problems that have occurred in a computer system are the following:



      Number fails 0  1  2  3  4  5  6  8
      Frequency 41 62 63 38 12 7 1 1




      1) Can it be accepted that the weekly number of failures due to software problems that occur in that computer system is a random variable with Poisson distribution?





      What I have to do is calculate the chi-square, which I get from Chi-Square values ​​= 379,682 with 11 g.l. Value-P = 0,0
      It does not fit me since it gives me a p-value of 0 and it never happened to me, so I do not know if you could tell me that this result is true





      2) Assuming that the weekly number of failures due to software problems is distributed according to a law Poisson: Calculate an unbiased estimate of the weekly rate of system failures due to software problems.





      What I have to calculate is a mean that the best estimator (and also unbiased is the sample mean) that has a value of 1.77333 to be unbiased E (Estimation) = μ and because E (Average) = μ
      We concluded that he would be unbiased.





      3) Calculate a level confidence interval of at least 0.94 for the distribution parameter.





      I have this, but I am not very confident that it is correct:



      Average (x): 1,77333
      Standard deviation (s): 1.36185
      (x +/- Ks)
      100 (1-1 / K ^ 2) = 94; K = 4.0824
      1.7733 +/- 4.0824 * 1.36185 = [-3.7863, 7,3329]




      4) Calculate a confidence interval of approximate level 0.94 for the distribution parameter using the central limit theorem.





      Of the sample rate I have my own mean which is 1.7733 and of null hypothesis, as they do not tell me anything, I suppose 0.5 for n = 225 and I get the IC [1.61016, 1.94868]





      5) Can it be accepted, at a level of 2%, that, as the engineer responsible for the system says, the weekly failure rate is at most 1.6? And at a level of 5%?





      It is the same exercise as the previous one but with a null hypothesis of 1.6, for an average of 1.7733 and n = 225. As it tells me that it is unilateral less than (HERE I HAVE DOUBTS IF IT IS UNILATERAL LESS THAN) and with the p-value of 0.981321 I conclude that I can not reject the null hypothesis for alpha 0.02.



      For 5% I get the same p-value and same conclusion of rejection










      share|cite|improve this question











      $endgroup$




      I am having problems solving this problem of statistical inference and I do not know if it is well done or not, so I would like someone to review it. I just started with inference, so I have my problems.



      -The weekly number of failures due to software problems that have occurred in a computer system are the following:



      Number fails 0  1  2  3  4  5  6  8
      Frequency 41 62 63 38 12 7 1 1




      1) Can it be accepted that the weekly number of failures due to software problems that occur in that computer system is a random variable with Poisson distribution?





      What I have to do is calculate the chi-square, which I get from Chi-Square values ​​= 379,682 with 11 g.l. Value-P = 0,0
      It does not fit me since it gives me a p-value of 0 and it never happened to me, so I do not know if you could tell me that this result is true





      2) Assuming that the weekly number of failures due to software problems is distributed according to a law Poisson: Calculate an unbiased estimate of the weekly rate of system failures due to software problems.





      What I have to calculate is a mean that the best estimator (and also unbiased is the sample mean) that has a value of 1.77333 to be unbiased E (Estimation) = μ and because E (Average) = μ
      We concluded that he would be unbiased.





      3) Calculate a level confidence interval of at least 0.94 for the distribution parameter.





      I have this, but I am not very confident that it is correct:



      Average (x): 1,77333
      Standard deviation (s): 1.36185
      (x +/- Ks)
      100 (1-1 / K ^ 2) = 94; K = 4.0824
      1.7733 +/- 4.0824 * 1.36185 = [-3.7863, 7,3329]




      4) Calculate a confidence interval of approximate level 0.94 for the distribution parameter using the central limit theorem.





      Of the sample rate I have my own mean which is 1.7733 and of null hypothesis, as they do not tell me anything, I suppose 0.5 for n = 225 and I get the IC [1.61016, 1.94868]





      5) Can it be accepted, at a level of 2%, that, as the engineer responsible for the system says, the weekly failure rate is at most 1.6? And at a level of 5%?





      It is the same exercise as the previous one but with a null hypothesis of 1.6, for an average of 1.7733 and n = 225. As it tells me that it is unilateral less than (HERE I HAVE DOUBTS IF IT IS UNILATERAL LESS THAN) and with the p-value of 0.981321 I conclude that I can not reject the null hypothesis for alpha 0.02.



      For 5% I get the same p-value and same conclusion of rejection







      statistics statistical-inference poisson-distribution sampling






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      edited Dec 2 '18 at 12:11







      Fernando

















      asked Nov 29 '18 at 18:08









      FernandoFernando

      495




      495






















          1 Answer
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          1












          $begingroup$

          Here is an outline of the procedure you need to follow:



          Goodness-of-fit to Poisson. Let the frequencies $f_i = 41, 62, 63, dots$
          and the values be $k_i = 0, 1, 2, dots .$
          Then estimate the population mean as
          $hat lambda = frac 1 n sum_{i=1}^9 k_i f_i = 1.7733,$ where
          $n = sum_{i=1}^9 f_i = 225.$



          Then use observed category counts $X_j = 0, 1, 2, 3, 4,$ and $ge 5,$ where the last count is $7 = 1 + 0 + 1 = 9.$
          Then according to the distribution $mathsf{Pois}(hat lambda = 1.7733),$ find the probabilities of each of
          the categories, and multiply them by the sample size
          $n$ to obtain expected counts $E_j.$



          Contributions $C_j = frac {(X_j - E_j)^2}{E_j}$ to the chi-squared statistic
          $Q = sum_j C_j = 2.096$ are shown in the table below along with the
          $X_j$ and $E_j.$



               X         E         C
          41 38.198659 0.2054395
          62 67.737681 0.4860070
          63 60.059615 0.1439547
          38 35.501239 0.1758758
          12 15.738587 0.8880740
          9 7.764219 0.1966912


          Under the null hypothesis that data are Poisson,
          the 'chi-squared' statistic $Q$ is approximately
          distributed according to the distribution $mathsf{Chisq}(text{df} = 6-2 = 4).$ The null
          hypothesis is not rejected at the 5% level because
          the critical value for the test is $c = 9.488 > 2.096;$ you can find $c$
          in printed tables of the chi-squared
          distribution.



          It was necessary to combine original counts 7, 1, 0, 1
          into one category in order to have the last of the $E_j$'s exceed $5,$ assuring a reasonable fit of the
          null distribution to chi-squared.



          I have tried to be careful with my computations in this procedural outline, but
          you should check them.





          Confidence interval for Poisson mean. I am not sure what style of confidence interval you are
          using for the Poisson mean $lambda$ based on the
          estimate $hat lambda;$ I don't know what you mean
          by 'of at least 0.94', I don't see the rationale for your value of $k,$ and I can't follow all of your computer code.
          Also, I'm suspicious of the validity of a CI for $lambda > 0$ with
          a lower endpoint that strays so far into negative
          territory.



          A Wald 95% CI for $nlambda$ is of the form $nhatlambda pm 1.96sqrt{nhatlambda}.$ Divide the endpoints by $n$ to get a 95% CI $(1.610, 1.937)$
          for $lambda.$ [This is an asymptotic interval and
          so it should be reasonably accurate for a
          sample of size as large as $n = 255.]$



          It has been suggested that a more accurate CI for $nlambda$ is of the form
          $nhatlambda + 2 pm 1.96sqrt{nhatlambda + 1},$ but for $n = 255,$ the adjustments don't
          make much difference. The corresponding result for $lambda$ is
          $(1.618, 1.945).$



          There must be at least
          half a dozen styles of Poisson CIs in use, each with enthusiastic adherents, and I don't claim mine is 'best'. Perhaps we will get some
          recommendations from others on this site.



          A simple simulation (in R) seems to show that this interval has about 95% actual coverage for
          $lambda$ and $n$ of the sizes we have here.



          set.seed(1201)
          lam = 1.7733; n = 255
          lam.tot = replicate(10^5, sum(rpois(n, lam)))
          lcl = (lam.tot + 2 - 1.96*sqrt(lam.tot + 1))/n
          ucl = (lam.tot + 2 + 1.96*sqrt(lam.tot + 1))/n
          mean(lcl < lam & ucl > lam)
          [1] 0.94997





          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            First, thank you for responding. I was calculating things thanks to his explanation and I have obtained something different. In the first part I get a statistic of 2.27488 degrees of freedom (6-1) = 5 and p-value = 0.809949, so I do not reject a null hypothesis for 0.05. In the second question, an unbiased estimator is the sample mean, that is, 1.7733 since their expectations coincide. In question three, they ask me for an IC <level at least>, so I have calculated it with X - + (sigma / sqrt (n alpha)) and I get [1.40265, 2.143959] at 94%
            $endgroup$
            – Fernando
            Dec 2 '18 at 7:49










          • $begingroup$
            I have edited the question with a continuation of the exercise that I do not know if it is well done and I would appreciate if you could tell me if it is well done or not
            $endgroup$
            – Fernando
            Dec 2 '18 at 8:02










          • $begingroup$
            Don't understand how you got 2.275. What is it? What formula? // DF = 6-2 = 4. Ordinarily, DF is one less than number of categories, but you lose one DF for estimating $lambda$ by $hatlambda.$ // If you're testing $H_0: lambda = 1.6$ against $H_a: lambda ne 1.6$ then you'd reject at 6% level if 1.6 is outside 94% CI. // Not sure how you got CI in your comment. Strange you're using 94% CI, usual confidence level is 95%. 94% CI should be shorter than 95% CI. Are you confusing $alpha$ and $sigma?$
            $endgroup$
            – BruceET
            Dec 2 '18 at 9:45












          • $begingroup$
            I am using a program to do the calculations, apart from doing it by hand. DF is always one less than the categories but in this case 2 are lost by the estimation and the categories?
            $endgroup$
            – Fernando
            Dec 2 '18 at 12:12










          • $begingroup$
            I Edit the question and I put a number to each question.// In 3, I think that the calculated is at an approximate level, but in the statement puts <at least level>, so use the formula that I put in the previous comment X - + (σ/ sqrt (n * α )) . (being X the average) // In 4, I think the result is what was obtained in section 3 and here it is <a approximate level>. // In 5, I have doubts if what they ask me is unilateral right or left unilateral
            $endgroup$
            – Fernando
            Dec 2 '18 at 12:18













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          active

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          1












          $begingroup$

          Here is an outline of the procedure you need to follow:



          Goodness-of-fit to Poisson. Let the frequencies $f_i = 41, 62, 63, dots$
          and the values be $k_i = 0, 1, 2, dots .$
          Then estimate the population mean as
          $hat lambda = frac 1 n sum_{i=1}^9 k_i f_i = 1.7733,$ where
          $n = sum_{i=1}^9 f_i = 225.$



          Then use observed category counts $X_j = 0, 1, 2, 3, 4,$ and $ge 5,$ where the last count is $7 = 1 + 0 + 1 = 9.$
          Then according to the distribution $mathsf{Pois}(hat lambda = 1.7733),$ find the probabilities of each of
          the categories, and multiply them by the sample size
          $n$ to obtain expected counts $E_j.$



          Contributions $C_j = frac {(X_j - E_j)^2}{E_j}$ to the chi-squared statistic
          $Q = sum_j C_j = 2.096$ are shown in the table below along with the
          $X_j$ and $E_j.$



               X         E         C
          41 38.198659 0.2054395
          62 67.737681 0.4860070
          63 60.059615 0.1439547
          38 35.501239 0.1758758
          12 15.738587 0.8880740
          9 7.764219 0.1966912


          Under the null hypothesis that data are Poisson,
          the 'chi-squared' statistic $Q$ is approximately
          distributed according to the distribution $mathsf{Chisq}(text{df} = 6-2 = 4).$ The null
          hypothesis is not rejected at the 5% level because
          the critical value for the test is $c = 9.488 > 2.096;$ you can find $c$
          in printed tables of the chi-squared
          distribution.



          It was necessary to combine original counts 7, 1, 0, 1
          into one category in order to have the last of the $E_j$'s exceed $5,$ assuring a reasonable fit of the
          null distribution to chi-squared.



          I have tried to be careful with my computations in this procedural outline, but
          you should check them.





          Confidence interval for Poisson mean. I am not sure what style of confidence interval you are
          using for the Poisson mean $lambda$ based on the
          estimate $hat lambda;$ I don't know what you mean
          by 'of at least 0.94', I don't see the rationale for your value of $k,$ and I can't follow all of your computer code.
          Also, I'm suspicious of the validity of a CI for $lambda > 0$ with
          a lower endpoint that strays so far into negative
          territory.



          A Wald 95% CI for $nlambda$ is of the form $nhatlambda pm 1.96sqrt{nhatlambda}.$ Divide the endpoints by $n$ to get a 95% CI $(1.610, 1.937)$
          for $lambda.$ [This is an asymptotic interval and
          so it should be reasonably accurate for a
          sample of size as large as $n = 255.]$



          It has been suggested that a more accurate CI for $nlambda$ is of the form
          $nhatlambda + 2 pm 1.96sqrt{nhatlambda + 1},$ but for $n = 255,$ the adjustments don't
          make much difference. The corresponding result for $lambda$ is
          $(1.618, 1.945).$



          There must be at least
          half a dozen styles of Poisson CIs in use, each with enthusiastic adherents, and I don't claim mine is 'best'. Perhaps we will get some
          recommendations from others on this site.



          A simple simulation (in R) seems to show that this interval has about 95% actual coverage for
          $lambda$ and $n$ of the sizes we have here.



          set.seed(1201)
          lam = 1.7733; n = 255
          lam.tot = replicate(10^5, sum(rpois(n, lam)))
          lcl = (lam.tot + 2 - 1.96*sqrt(lam.tot + 1))/n
          ucl = (lam.tot + 2 + 1.96*sqrt(lam.tot + 1))/n
          mean(lcl < lam & ucl > lam)
          [1] 0.94997





          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            First, thank you for responding. I was calculating things thanks to his explanation and I have obtained something different. In the first part I get a statistic of 2.27488 degrees of freedom (6-1) = 5 and p-value = 0.809949, so I do not reject a null hypothesis for 0.05. In the second question, an unbiased estimator is the sample mean, that is, 1.7733 since their expectations coincide. In question three, they ask me for an IC <level at least>, so I have calculated it with X - + (sigma / sqrt (n alpha)) and I get [1.40265, 2.143959] at 94%
            $endgroup$
            – Fernando
            Dec 2 '18 at 7:49










          • $begingroup$
            I have edited the question with a continuation of the exercise that I do not know if it is well done and I would appreciate if you could tell me if it is well done or not
            $endgroup$
            – Fernando
            Dec 2 '18 at 8:02










          • $begingroup$
            Don't understand how you got 2.275. What is it? What formula? // DF = 6-2 = 4. Ordinarily, DF is one less than number of categories, but you lose one DF for estimating $lambda$ by $hatlambda.$ // If you're testing $H_0: lambda = 1.6$ against $H_a: lambda ne 1.6$ then you'd reject at 6% level if 1.6 is outside 94% CI. // Not sure how you got CI in your comment. Strange you're using 94% CI, usual confidence level is 95%. 94% CI should be shorter than 95% CI. Are you confusing $alpha$ and $sigma?$
            $endgroup$
            – BruceET
            Dec 2 '18 at 9:45












          • $begingroup$
            I am using a program to do the calculations, apart from doing it by hand. DF is always one less than the categories but in this case 2 are lost by the estimation and the categories?
            $endgroup$
            – Fernando
            Dec 2 '18 at 12:12










          • $begingroup$
            I Edit the question and I put a number to each question.// In 3, I think that the calculated is at an approximate level, but in the statement puts <at least level>, so use the formula that I put in the previous comment X - + (σ/ sqrt (n * α )) . (being X the average) // In 4, I think the result is what was obtained in section 3 and here it is <a approximate level>. // In 5, I have doubts if what they ask me is unilateral right or left unilateral
            $endgroup$
            – Fernando
            Dec 2 '18 at 12:18


















          1












          $begingroup$

          Here is an outline of the procedure you need to follow:



          Goodness-of-fit to Poisson. Let the frequencies $f_i = 41, 62, 63, dots$
          and the values be $k_i = 0, 1, 2, dots .$
          Then estimate the population mean as
          $hat lambda = frac 1 n sum_{i=1}^9 k_i f_i = 1.7733,$ where
          $n = sum_{i=1}^9 f_i = 225.$



          Then use observed category counts $X_j = 0, 1, 2, 3, 4,$ and $ge 5,$ where the last count is $7 = 1 + 0 + 1 = 9.$
          Then according to the distribution $mathsf{Pois}(hat lambda = 1.7733),$ find the probabilities of each of
          the categories, and multiply them by the sample size
          $n$ to obtain expected counts $E_j.$



          Contributions $C_j = frac {(X_j - E_j)^2}{E_j}$ to the chi-squared statistic
          $Q = sum_j C_j = 2.096$ are shown in the table below along with the
          $X_j$ and $E_j.$



               X         E         C
          41 38.198659 0.2054395
          62 67.737681 0.4860070
          63 60.059615 0.1439547
          38 35.501239 0.1758758
          12 15.738587 0.8880740
          9 7.764219 0.1966912


          Under the null hypothesis that data are Poisson,
          the 'chi-squared' statistic $Q$ is approximately
          distributed according to the distribution $mathsf{Chisq}(text{df} = 6-2 = 4).$ The null
          hypothesis is not rejected at the 5% level because
          the critical value for the test is $c = 9.488 > 2.096;$ you can find $c$
          in printed tables of the chi-squared
          distribution.



          It was necessary to combine original counts 7, 1, 0, 1
          into one category in order to have the last of the $E_j$'s exceed $5,$ assuring a reasonable fit of the
          null distribution to chi-squared.



          I have tried to be careful with my computations in this procedural outline, but
          you should check them.





          Confidence interval for Poisson mean. I am not sure what style of confidence interval you are
          using for the Poisson mean $lambda$ based on the
          estimate $hat lambda;$ I don't know what you mean
          by 'of at least 0.94', I don't see the rationale for your value of $k,$ and I can't follow all of your computer code.
          Also, I'm suspicious of the validity of a CI for $lambda > 0$ with
          a lower endpoint that strays so far into negative
          territory.



          A Wald 95% CI for $nlambda$ is of the form $nhatlambda pm 1.96sqrt{nhatlambda}.$ Divide the endpoints by $n$ to get a 95% CI $(1.610, 1.937)$
          for $lambda.$ [This is an asymptotic interval and
          so it should be reasonably accurate for a
          sample of size as large as $n = 255.]$



          It has been suggested that a more accurate CI for $nlambda$ is of the form
          $nhatlambda + 2 pm 1.96sqrt{nhatlambda + 1},$ but for $n = 255,$ the adjustments don't
          make much difference. The corresponding result for $lambda$ is
          $(1.618, 1.945).$



          There must be at least
          half a dozen styles of Poisson CIs in use, each with enthusiastic adherents, and I don't claim mine is 'best'. Perhaps we will get some
          recommendations from others on this site.



          A simple simulation (in R) seems to show that this interval has about 95% actual coverage for
          $lambda$ and $n$ of the sizes we have here.



          set.seed(1201)
          lam = 1.7733; n = 255
          lam.tot = replicate(10^5, sum(rpois(n, lam)))
          lcl = (lam.tot + 2 - 1.96*sqrt(lam.tot + 1))/n
          ucl = (lam.tot + 2 + 1.96*sqrt(lam.tot + 1))/n
          mean(lcl < lam & ucl > lam)
          [1] 0.94997





          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            First, thank you for responding. I was calculating things thanks to his explanation and I have obtained something different. In the first part I get a statistic of 2.27488 degrees of freedom (6-1) = 5 and p-value = 0.809949, so I do not reject a null hypothesis for 0.05. In the second question, an unbiased estimator is the sample mean, that is, 1.7733 since their expectations coincide. In question three, they ask me for an IC <level at least>, so I have calculated it with X - + (sigma / sqrt (n alpha)) and I get [1.40265, 2.143959] at 94%
            $endgroup$
            – Fernando
            Dec 2 '18 at 7:49










          • $begingroup$
            I have edited the question with a continuation of the exercise that I do not know if it is well done and I would appreciate if you could tell me if it is well done or not
            $endgroup$
            – Fernando
            Dec 2 '18 at 8:02










          • $begingroup$
            Don't understand how you got 2.275. What is it? What formula? // DF = 6-2 = 4. Ordinarily, DF is one less than number of categories, but you lose one DF for estimating $lambda$ by $hatlambda.$ // If you're testing $H_0: lambda = 1.6$ against $H_a: lambda ne 1.6$ then you'd reject at 6% level if 1.6 is outside 94% CI. // Not sure how you got CI in your comment. Strange you're using 94% CI, usual confidence level is 95%. 94% CI should be shorter than 95% CI. Are you confusing $alpha$ and $sigma?$
            $endgroup$
            – BruceET
            Dec 2 '18 at 9:45












          • $begingroup$
            I am using a program to do the calculations, apart from doing it by hand. DF is always one less than the categories but in this case 2 are lost by the estimation and the categories?
            $endgroup$
            – Fernando
            Dec 2 '18 at 12:12










          • $begingroup$
            I Edit the question and I put a number to each question.// In 3, I think that the calculated is at an approximate level, but in the statement puts <at least level>, so use the formula that I put in the previous comment X - + (σ/ sqrt (n * α )) . (being X the average) // In 4, I think the result is what was obtained in section 3 and here it is <a approximate level>. // In 5, I have doubts if what they ask me is unilateral right or left unilateral
            $endgroup$
            – Fernando
            Dec 2 '18 at 12:18
















          1












          1








          1





          $begingroup$

          Here is an outline of the procedure you need to follow:



          Goodness-of-fit to Poisson. Let the frequencies $f_i = 41, 62, 63, dots$
          and the values be $k_i = 0, 1, 2, dots .$
          Then estimate the population mean as
          $hat lambda = frac 1 n sum_{i=1}^9 k_i f_i = 1.7733,$ where
          $n = sum_{i=1}^9 f_i = 225.$



          Then use observed category counts $X_j = 0, 1, 2, 3, 4,$ and $ge 5,$ where the last count is $7 = 1 + 0 + 1 = 9.$
          Then according to the distribution $mathsf{Pois}(hat lambda = 1.7733),$ find the probabilities of each of
          the categories, and multiply them by the sample size
          $n$ to obtain expected counts $E_j.$



          Contributions $C_j = frac {(X_j - E_j)^2}{E_j}$ to the chi-squared statistic
          $Q = sum_j C_j = 2.096$ are shown in the table below along with the
          $X_j$ and $E_j.$



               X         E         C
          41 38.198659 0.2054395
          62 67.737681 0.4860070
          63 60.059615 0.1439547
          38 35.501239 0.1758758
          12 15.738587 0.8880740
          9 7.764219 0.1966912


          Under the null hypothesis that data are Poisson,
          the 'chi-squared' statistic $Q$ is approximately
          distributed according to the distribution $mathsf{Chisq}(text{df} = 6-2 = 4).$ The null
          hypothesis is not rejected at the 5% level because
          the critical value for the test is $c = 9.488 > 2.096;$ you can find $c$
          in printed tables of the chi-squared
          distribution.



          It was necessary to combine original counts 7, 1, 0, 1
          into one category in order to have the last of the $E_j$'s exceed $5,$ assuring a reasonable fit of the
          null distribution to chi-squared.



          I have tried to be careful with my computations in this procedural outline, but
          you should check them.





          Confidence interval for Poisson mean. I am not sure what style of confidence interval you are
          using for the Poisson mean $lambda$ based on the
          estimate $hat lambda;$ I don't know what you mean
          by 'of at least 0.94', I don't see the rationale for your value of $k,$ and I can't follow all of your computer code.
          Also, I'm suspicious of the validity of a CI for $lambda > 0$ with
          a lower endpoint that strays so far into negative
          territory.



          A Wald 95% CI for $nlambda$ is of the form $nhatlambda pm 1.96sqrt{nhatlambda}.$ Divide the endpoints by $n$ to get a 95% CI $(1.610, 1.937)$
          for $lambda.$ [This is an asymptotic interval and
          so it should be reasonably accurate for a
          sample of size as large as $n = 255.]$



          It has been suggested that a more accurate CI for $nlambda$ is of the form
          $nhatlambda + 2 pm 1.96sqrt{nhatlambda + 1},$ but for $n = 255,$ the adjustments don't
          make much difference. The corresponding result for $lambda$ is
          $(1.618, 1.945).$



          There must be at least
          half a dozen styles of Poisson CIs in use, each with enthusiastic adherents, and I don't claim mine is 'best'. Perhaps we will get some
          recommendations from others on this site.



          A simple simulation (in R) seems to show that this interval has about 95% actual coverage for
          $lambda$ and $n$ of the sizes we have here.



          set.seed(1201)
          lam = 1.7733; n = 255
          lam.tot = replicate(10^5, sum(rpois(n, lam)))
          lcl = (lam.tot + 2 - 1.96*sqrt(lam.tot + 1))/n
          ucl = (lam.tot + 2 + 1.96*sqrt(lam.tot + 1))/n
          mean(lcl < lam & ucl > lam)
          [1] 0.94997





          share|cite|improve this answer











          $endgroup$



          Here is an outline of the procedure you need to follow:



          Goodness-of-fit to Poisson. Let the frequencies $f_i = 41, 62, 63, dots$
          and the values be $k_i = 0, 1, 2, dots .$
          Then estimate the population mean as
          $hat lambda = frac 1 n sum_{i=1}^9 k_i f_i = 1.7733,$ where
          $n = sum_{i=1}^9 f_i = 225.$



          Then use observed category counts $X_j = 0, 1, 2, 3, 4,$ and $ge 5,$ where the last count is $7 = 1 + 0 + 1 = 9.$
          Then according to the distribution $mathsf{Pois}(hat lambda = 1.7733),$ find the probabilities of each of
          the categories, and multiply them by the sample size
          $n$ to obtain expected counts $E_j.$



          Contributions $C_j = frac {(X_j - E_j)^2}{E_j}$ to the chi-squared statistic
          $Q = sum_j C_j = 2.096$ are shown in the table below along with the
          $X_j$ and $E_j.$



               X         E         C
          41 38.198659 0.2054395
          62 67.737681 0.4860070
          63 60.059615 0.1439547
          38 35.501239 0.1758758
          12 15.738587 0.8880740
          9 7.764219 0.1966912


          Under the null hypothesis that data are Poisson,
          the 'chi-squared' statistic $Q$ is approximately
          distributed according to the distribution $mathsf{Chisq}(text{df} = 6-2 = 4).$ The null
          hypothesis is not rejected at the 5% level because
          the critical value for the test is $c = 9.488 > 2.096;$ you can find $c$
          in printed tables of the chi-squared
          distribution.



          It was necessary to combine original counts 7, 1, 0, 1
          into one category in order to have the last of the $E_j$'s exceed $5,$ assuring a reasonable fit of the
          null distribution to chi-squared.



          I have tried to be careful with my computations in this procedural outline, but
          you should check them.





          Confidence interval for Poisson mean. I am not sure what style of confidence interval you are
          using for the Poisson mean $lambda$ based on the
          estimate $hat lambda;$ I don't know what you mean
          by 'of at least 0.94', I don't see the rationale for your value of $k,$ and I can't follow all of your computer code.
          Also, I'm suspicious of the validity of a CI for $lambda > 0$ with
          a lower endpoint that strays so far into negative
          territory.



          A Wald 95% CI for $nlambda$ is of the form $nhatlambda pm 1.96sqrt{nhatlambda}.$ Divide the endpoints by $n$ to get a 95% CI $(1.610, 1.937)$
          for $lambda.$ [This is an asymptotic interval and
          so it should be reasonably accurate for a
          sample of size as large as $n = 255.]$



          It has been suggested that a more accurate CI for $nlambda$ is of the form
          $nhatlambda + 2 pm 1.96sqrt{nhatlambda + 1},$ but for $n = 255,$ the adjustments don't
          make much difference. The corresponding result for $lambda$ is
          $(1.618, 1.945).$



          There must be at least
          half a dozen styles of Poisson CIs in use, each with enthusiastic adherents, and I don't claim mine is 'best'. Perhaps we will get some
          recommendations from others on this site.



          A simple simulation (in R) seems to show that this interval has about 95% actual coverage for
          $lambda$ and $n$ of the sizes we have here.



          set.seed(1201)
          lam = 1.7733; n = 255
          lam.tot = replicate(10^5, sum(rpois(n, lam)))
          lcl = (lam.tot + 2 - 1.96*sqrt(lam.tot + 1))/n
          ucl = (lam.tot + 2 + 1.96*sqrt(lam.tot + 1))/n
          mean(lcl < lam & ucl > lam)
          [1] 0.94997






          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Dec 2 '18 at 4:32

























          answered Dec 2 '18 at 1:17









          BruceETBruceET

          35.6k71440




          35.6k71440












          • $begingroup$
            First, thank you for responding. I was calculating things thanks to his explanation and I have obtained something different. In the first part I get a statistic of 2.27488 degrees of freedom (6-1) = 5 and p-value = 0.809949, so I do not reject a null hypothesis for 0.05. In the second question, an unbiased estimator is the sample mean, that is, 1.7733 since their expectations coincide. In question three, they ask me for an IC <level at least>, so I have calculated it with X - + (sigma / sqrt (n alpha)) and I get [1.40265, 2.143959] at 94%
            $endgroup$
            – Fernando
            Dec 2 '18 at 7:49










          • $begingroup$
            I have edited the question with a continuation of the exercise that I do not know if it is well done and I would appreciate if you could tell me if it is well done or not
            $endgroup$
            – Fernando
            Dec 2 '18 at 8:02










          • $begingroup$
            Don't understand how you got 2.275. What is it? What formula? // DF = 6-2 = 4. Ordinarily, DF is one less than number of categories, but you lose one DF for estimating $lambda$ by $hatlambda.$ // If you're testing $H_0: lambda = 1.6$ against $H_a: lambda ne 1.6$ then you'd reject at 6% level if 1.6 is outside 94% CI. // Not sure how you got CI in your comment. Strange you're using 94% CI, usual confidence level is 95%. 94% CI should be shorter than 95% CI. Are you confusing $alpha$ and $sigma?$
            $endgroup$
            – BruceET
            Dec 2 '18 at 9:45












          • $begingroup$
            I am using a program to do the calculations, apart from doing it by hand. DF is always one less than the categories but in this case 2 are lost by the estimation and the categories?
            $endgroup$
            – Fernando
            Dec 2 '18 at 12:12










          • $begingroup$
            I Edit the question and I put a number to each question.// In 3, I think that the calculated is at an approximate level, but in the statement puts <at least level>, so use the formula that I put in the previous comment X - + (σ/ sqrt (n * α )) . (being X the average) // In 4, I think the result is what was obtained in section 3 and here it is <a approximate level>. // In 5, I have doubts if what they ask me is unilateral right or left unilateral
            $endgroup$
            – Fernando
            Dec 2 '18 at 12:18




















          • $begingroup$
            First, thank you for responding. I was calculating things thanks to his explanation and I have obtained something different. In the first part I get a statistic of 2.27488 degrees of freedom (6-1) = 5 and p-value = 0.809949, so I do not reject a null hypothesis for 0.05. In the second question, an unbiased estimator is the sample mean, that is, 1.7733 since their expectations coincide. In question three, they ask me for an IC <level at least>, so I have calculated it with X - + (sigma / sqrt (n alpha)) and I get [1.40265, 2.143959] at 94%
            $endgroup$
            – Fernando
            Dec 2 '18 at 7:49










          • $begingroup$
            I have edited the question with a continuation of the exercise that I do not know if it is well done and I would appreciate if you could tell me if it is well done or not
            $endgroup$
            – Fernando
            Dec 2 '18 at 8:02










          • $begingroup$
            Don't understand how you got 2.275. What is it? What formula? // DF = 6-2 = 4. Ordinarily, DF is one less than number of categories, but you lose one DF for estimating $lambda$ by $hatlambda.$ // If you're testing $H_0: lambda = 1.6$ against $H_a: lambda ne 1.6$ then you'd reject at 6% level if 1.6 is outside 94% CI. // Not sure how you got CI in your comment. Strange you're using 94% CI, usual confidence level is 95%. 94% CI should be shorter than 95% CI. Are you confusing $alpha$ and $sigma?$
            $endgroup$
            – BruceET
            Dec 2 '18 at 9:45












          • $begingroup$
            I am using a program to do the calculations, apart from doing it by hand. DF is always one less than the categories but in this case 2 are lost by the estimation and the categories?
            $endgroup$
            – Fernando
            Dec 2 '18 at 12:12










          • $begingroup$
            I Edit the question and I put a number to each question.// In 3, I think that the calculated is at an approximate level, but in the statement puts <at least level>, so use the formula that I put in the previous comment X - + (σ/ sqrt (n * α )) . (being X the average) // In 4, I think the result is what was obtained in section 3 and here it is <a approximate level>. // In 5, I have doubts if what they ask me is unilateral right or left unilateral
            $endgroup$
            – Fernando
            Dec 2 '18 at 12:18


















          $begingroup$
          First, thank you for responding. I was calculating things thanks to his explanation and I have obtained something different. In the first part I get a statistic of 2.27488 degrees of freedom (6-1) = 5 and p-value = 0.809949, so I do not reject a null hypothesis for 0.05. In the second question, an unbiased estimator is the sample mean, that is, 1.7733 since their expectations coincide. In question three, they ask me for an IC <level at least>, so I have calculated it with X - + (sigma / sqrt (n alpha)) and I get [1.40265, 2.143959] at 94%
          $endgroup$
          – Fernando
          Dec 2 '18 at 7:49




          $begingroup$
          First, thank you for responding. I was calculating things thanks to his explanation and I have obtained something different. In the first part I get a statistic of 2.27488 degrees of freedom (6-1) = 5 and p-value = 0.809949, so I do not reject a null hypothesis for 0.05. In the second question, an unbiased estimator is the sample mean, that is, 1.7733 since their expectations coincide. In question three, they ask me for an IC <level at least>, so I have calculated it with X - + (sigma / sqrt (n alpha)) and I get [1.40265, 2.143959] at 94%
          $endgroup$
          – Fernando
          Dec 2 '18 at 7:49












          $begingroup$
          I have edited the question with a continuation of the exercise that I do not know if it is well done and I would appreciate if you could tell me if it is well done or not
          $endgroup$
          – Fernando
          Dec 2 '18 at 8:02




          $begingroup$
          I have edited the question with a continuation of the exercise that I do not know if it is well done and I would appreciate if you could tell me if it is well done or not
          $endgroup$
          – Fernando
          Dec 2 '18 at 8:02












          $begingroup$
          Don't understand how you got 2.275. What is it? What formula? // DF = 6-2 = 4. Ordinarily, DF is one less than number of categories, but you lose one DF for estimating $lambda$ by $hatlambda.$ // If you're testing $H_0: lambda = 1.6$ against $H_a: lambda ne 1.6$ then you'd reject at 6% level if 1.6 is outside 94% CI. // Not sure how you got CI in your comment. Strange you're using 94% CI, usual confidence level is 95%. 94% CI should be shorter than 95% CI. Are you confusing $alpha$ and $sigma?$
          $endgroup$
          – BruceET
          Dec 2 '18 at 9:45






          $begingroup$
          Don't understand how you got 2.275. What is it? What formula? // DF = 6-2 = 4. Ordinarily, DF is one less than number of categories, but you lose one DF for estimating $lambda$ by $hatlambda.$ // If you're testing $H_0: lambda = 1.6$ against $H_a: lambda ne 1.6$ then you'd reject at 6% level if 1.6 is outside 94% CI. // Not sure how you got CI in your comment. Strange you're using 94% CI, usual confidence level is 95%. 94% CI should be shorter than 95% CI. Are you confusing $alpha$ and $sigma?$
          $endgroup$
          – BruceET
          Dec 2 '18 at 9:45














          $begingroup$
          I am using a program to do the calculations, apart from doing it by hand. DF is always one less than the categories but in this case 2 are lost by the estimation and the categories?
          $endgroup$
          – Fernando
          Dec 2 '18 at 12:12




          $begingroup$
          I am using a program to do the calculations, apart from doing it by hand. DF is always one less than the categories but in this case 2 are lost by the estimation and the categories?
          $endgroup$
          – Fernando
          Dec 2 '18 at 12:12












          $begingroup$
          I Edit the question and I put a number to each question.// In 3, I think that the calculated is at an approximate level, but in the statement puts <at least level>, so use the formula that I put in the previous comment X - + (σ/ sqrt (n * α )) . (being X the average) // In 4, I think the result is what was obtained in section 3 and here it is <a approximate level>. // In 5, I have doubts if what they ask me is unilateral right or left unilateral
          $endgroup$
          – Fernando
          Dec 2 '18 at 12:18






          $begingroup$
          I Edit the question and I put a number to each question.// In 3, I think that the calculated is at an approximate level, but in the statement puts <at least level>, so use the formula that I put in the previous comment X - + (σ/ sqrt (n * α )) . (being X the average) // In 4, I think the result is what was obtained in section 3 and here it is <a approximate level>. // In 5, I have doubts if what they ask me is unilateral right or left unilateral
          $endgroup$
          – Fernando
          Dec 2 '18 at 12:18




















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