Let X_1, X_n be iid Poisson. Let x_bar be an estimator for lambda. Calculate a 95% CI for lambda^...

Question

Question

Let X_1, X_n be iid Poisson. Let x_bar be an estimator for lambda. Calculate a 95% CI for lambda^3 using the delta method.

Answer 1

Answer #1

Solution:

There are many different forms of confidence intervals you could use here. In my view, the simplest would be to use the centr

Za/2 1/X χα/2 χα/2 χα/2 χα/2

Substituting the sample data leads to the confidence interval: χα/2

At 95% C.I. the value of Z is 1.96...

For Lamda^3, the solution is coming soon...

Answer 2

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