Both alternatives have larger , so use upper-tail rejection regions. Let be the 95th quantile of the standard normal distribution.
For the likelihood estimator,
When is large, the normal approximation to the Poisson distribution gives, under ,
An approximate size- test therefore rejects when
When every is large, independently. A linear combination of independent normal variables is normal, so under ,
The corresponding approximate size- test rejects when
In both cases the null rejection probability is approximately , while values near the alternative mean increasingly fall in the rejection region as the total exposure grows. These are the normal-approximation tests for a Poisson exposure model.