statsmodels.stats.rates.tolerance_int_poisson¶
-
statsmodels.stats.rates.tolerance_int_poisson(count, exposure, prob=
0.95
, exposure_new=1.0
, method=None
, alpha=0.05
, alternative='two-sided'
)[source]¶ tolerance interval for a poisson observation
- Parameters:¶
- countarray_like
Observed count, number of events.
- exposure
arrat_like
Currently this is total exposure time of the count variable.
- prob
float
in
(0, 1) Probability of poisson interval, often called “content”. With known parameters, each tail would have at most probability
1 - prob / 2
in the two-sided interval.- exposure_new
float
Exposure of the new or predicted observation.
- method
str
Method to used for confidence interval of the estimate of the poisson rate, used in confint_poisson. This is required, there is currently no default method.
- alpha
float
in
(0, 1) Significance level for the confidence interval of the estimate of the Poisson rate. Nominal coverage of the confidence interval is 1 - alpha.
- alternative{“two-sider”, “larger”, “smaller”)
The tolerance interval can be two-sided or one-sided. Alternative “larger” provides the upper bound of the confidence interval, larger counts are outside the interval.
- Returns:¶
tuple
(low
,upp
)of
limits
of
tolerance
interval.The tolerance interval is a closed interval, that is both
low
andupp
are in the interval.
See also
Notes
verified against R package tolerance poistol.int
References
[1]Hahn, Gerald J., and William Q. Meeker. 1991. Statistical Intervals: A Guide for Practitioners. 1st ed. Wiley Series in Probability and Statistics. Wiley. https://doi.org/10.1002/9780470316771.
[2]Hahn, Gerald J., and Ramesh Chandra. 1981. “Tolerance Intervals for Poisson and Binomial Variables.” Journal of Quality Technology 13 (2): 100–110. https://doi.org/10.1080/00224065.1981.11980998.