PoissonFit Routines

Summary

Calculate parameters for Poisson distributed values.

Declaration

Procedure PoissonFit(X: TVec; out lambda: TSample);

Declaration

Procedure PoissonFit(X: TVec; out lambda: TSample; out lambdaConfInt: TTwoElmReal; alpha: TSample = 0.05);

Parameter	Description
X	Stores data which is assumed to be Poisson distributed.
Lambda	Returns Poisson distribution parameter estimator.
LambdaConfInt	Lambda (1-Alpha)*100 percent confidence interval.
Alpha	Confidence interval percentage.

Description

Calculate parameters for Poisson distributed values.

See Also
RandomPoisson
MVPoisson

Example 1

The following example generates 500 random Poisson distributed values and then uses PoissonFit routine to extract used Lambda parameter:

  var vec1: Vector;
    resLambda: TSample;
    CILambda: TTwoElmReal;
  begin
    // first, generate 500 randomly Poiss. distributed
    // numbers with parameter lambda=1.17
    vec1.Size(500);
    RandomPoisson(1.17,vec1);
    // Now, extract the lambda and its 95%
    // confidence interval
    PoissonFit(vec1,resLambda,CILambda);
  end;

  #include "StatRandom.hpp"
  #include "MtxVecCpp.h"
  #include "Statistics.hpp"
  void __fastcall Example();
  {
    Vector vec1;
    // first, generate 500 randomly Poiss. distributed
    // numbers with parameter lambda=1.17
    vec1->Size(500,false);
    RandomPoisson(1.17,vec1);
    // Now, extract the lambda and its 95%
    // confidence interval
    double resLambda;
    double CILambda[2];
    PoissonFit(vec1,resLambda,CILambda,0.05);
  }

  using Dew.Math;
  using Dew.Stats;
  using Dew.Stats.Units;
  namespace Dew.Examples;
  {
    private void Example()
    {
      Vector vec1 = new Vector(500,false);
      // first, generate 500 randomly Poiss. distributed
      // numbers with parameter lambda=1.17
      StatRandom.RandomPoisson(1.17,vec1);
      // Now, extract the lambda and its 95%
      // confidence interval
      double resLambda;
      double[2] CILambda;
      Statistics.PoissonFit(vec1,out resLambda,out CILambda,0.05);
    }
  }