Hi,
I am looking at the following problem: I have one observation X
from a Poisson with rate mu+lambda and a second observation Y from a
Poisson rate lambda. I need to find a confidence interval for mu alone.
The obvious estimator for mu is of course X-Y, which has mean mu, but
whose distribution depends on both mu and lambda. Any ideas on how to
construct such a confidence interval would be appreciated.
Thanks
Wolfgang
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