Bayesian interval estimation for the difference of two independent Poisson rates using data subject to under-reporting
Article first published online: 4 APR 2011
© 2011 The Authors. Statistica Neerlandica © 2011 VVS
Volume 65, Issue 3, pages 259–274, August 2011
How to Cite
Greer, B. A., Stamey, J. D. and Young, D. M. (2011), Bayesian interval estimation for the difference of two independent Poisson rates using data subject to under-reporting. Statistica Neerlandica, 65: 259–274. doi: 10.1111/j.1467-9574.2011.00483.x
- Issue published online: 12 JUL 2011
- Article first published online: 4 APR 2011
- Received: March 2010. Revised: August 2010.
- conjugate priors;
- count data;
Comparing occurrence rates of events of interest in science, business, and medicine is an important topic. Because count data are often under-reported, we desire to account for this error in the response when constructing interval estimators. In this article, we derive a Bayesian interval for the difference of two Poisson rates when counts are potentially under-reported. The under-reporting causes a lack of identifiability. Here, we use informative priors to construct a credible interval for the difference of two Poisson rate parameters with under-reported data. We demonstrate the efficacy of our new interval estimates using a real data example. We also investigate the performance of our newly derived Bayesian approach via simulation and examine the impact of various informative priors on the new interval.