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arxiv: 2509.02852 · v3 · submitted 2025-09-02 · ⚛️ physics.data-an

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Confidence intervals for the Poisson distribution

Frank C. Porter

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classification ⚛️ physics.data-an
keywords poissonintervalsdistributionresultsconfidenceconfusiondescriptionobtained
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The Poisson probability distribution is frequently encountered in physical science measurements. In spite of the simplicity and familiarity of this distribution, there is considerable confusion among physicists concerning the description of results obtained via Poisson sampling. The goal of this paper is to mitigate this confusion by examining and comparing the properties of both conventional and popular alternative techniques. We concern ourselves in particular with the description of results, as opposed to interpretation. After considering performance with respect to several desirable properties we recommend summarizing the results of Poisson sampling with confidence intervals proposed by Garwood. We note that the p-values obtained from these intervals are well-behaved and intuitive, providing for consistent treatment. We also find that averaging intervals can be problematic if the underlying Poisson distributions are not used.

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Cited by 1 Pith paper

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    A Gamma-smoothed NPMLE for Poisson empirical Bayes achieves optimal nearly parametric rates for posterior means and enables asymptotically exact, shorter marginal coverage confidence sets under compact support.