TOPIC 4: STATISTICS AND PROBABILITY Christos Nikolaidis
4.23 HYPOTHESIS TEST FOR THE PARAMETER λ OF POISSON
Suppose that the variable
X = number of incidents in a certain period
follows Poisson distribution. (e.g. X= accidents per day)
We conduct a test for the parameter λ (average) of Poisson.
They give us a sample of incidents at n different periods
either or
x1, x2, …, xn the total number for n periods
We find their sum
x
i
x i
We know that
If X ~ Po(λ) then (Sum of Χ) ~ Po(nλ)
CLAIM: for the parameter λ
λ>λ0 or λ<λ0
λ=λ0 against
only 1-tailed test
We state
[null hypothesis] Ho: λ=λ0
[alternative hypothesis] H1: λ>λ0 or λ<λ0
We use GDC
Statistics – DIST – Poisson Po(nλ0)
x
statistic
= x i
For the case H1: λ>λ0 p-value = P(X xstatistic )
For the case H1: λ<λ0 p-value = P(X xstatistic )
Conclusion
IF THEN
p-value < a we reject Ho
29
TOPIC 4: STATISTICS AND PROBABILITY Christos Nikolaidis
EXAMPLE 1
The number of accidents per day in a certain area follows Poisson.
We record the number of accidents in 5 different days
Day 1 Day 2 Day 3 Day 4 Day 5
7 8 8 6 10
(a) Test if the number of accidents per day follows Poisson Po(7)
(b) Test if the number of accidents per day follows Poisson Po(9.8)
For both questions use a = 0.10
Solution
For both questions, the statistic is x =39
i
We state the two hypotheses either for 1 day or for all 5 days
(a) for one day OR for all 5 days
Ho: λ=7 Ho: λ=35
H1: λ>7 H1: λ>35
(In any case) we consider Po(35).
p-value = P(X≥39) = 0.271
As p-value > 0.10, not enough evidence to reject Ho.
(we may accept that λ=7)
(b) for one day OR for all 5 days
Ho: λ=9.8 Ho: λ=49
H1: λ<9.8 H1: λ<49
(In any case) we consider Po(49)
p-value = P(X≤39) = 0.0838
As p-value < 0.10, we reject Ho.
(we reject that λ=9.8, so λ<9.8)
NOTICE
They could only give us
that the total number in 5 days is 39, i.e. x =39.
i
that for n=5 days, x =7.8 , thus x =nx =39.
i
30