Adjacent count tails in an exact Poisson confidence interval

ID: adjacent-count-tails-in-an-exact-poisson-confidence-interval

For a count from a Poisson distribution, equal-tail inversion uses the inclusive upper-tail event for the lower endpoint and the inclusive lower-tail event for the upper endpoint. Their cumulative distribution indices differ by one, as displayed. If , the lower endpoint is zero. For observations of mean , apply this to their total of mean and divide endpoints by . The construction has at least the nominal frequentist coverage; discreteness can make it conservative.

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