Calculates expected values of the lower parts of Poisson distributions (R.W. Payne).
Option
BOUND = scalar |
Boundary of lower part of distribution |
Parameters
MEANS = variates or scalars |
Means of the distributions |
EXPECTEDVALUES = variates or scalars |
Saves the expected values |
CLPROBABILITIES = variates or scalars |
Saves the cumulative lower probabilities |
Description
ELPOISSON
calculates expected values of the lower parts of Poisson distributions. The calculation is for all values less than or equal to the value specified by the BOUND
option. The MEANS
parameter specifies a variate containing means of the distributions, or it can be set to a scalar if there is a single distribution. The expected values can be saved in either a variate or a scalar (to match the type of MEANS
) by the EXPECTEDVALUES
parameter. The corresponding cumulative lower probabilities can similarly be saved by the CLPROBABILITIES
parameter.
An important use of ELPOISSON
is to provide estimates for censored Poisson observations for the RTOBITPOISSON
, GLTOBITPOISSON
and HGTOBITPOISSON
procedures.
Option: BOUND
.
Parameters: MEANS
, EXPECTEDVALUES
, CLPROBABILITIES
.
Method
The expected value for each mean is given by the sum, for n
running from one to BOUND
, of
n * PRPOISSON(n; mean) / CLPOISSON(BOUND-1; mean)
Problems arise when the cumulative upper probability becomes very low. The calculation becomes unreliable, due to numerical round-off, for values less than 1.0 E-10. A missing value is then returned for the expected value, and a zero value for the cumulative lower probability.
See also
Directive: DISTRIBUTION
.
Procedures: EUPOISSON
, RTOBITPOISSON
, GLTOBITPOISSON
, HGTOBITPOISSON
.
Commands for: Basic and nonparametric statistics.
Example
CAPTION 'ELPOISSON example',\ 'Expected values for means 5-25 with a lower bound of 10.';\ STYLE=meta,plain VARIATE [VALUES=5...25] Means ELPOISSON [BOUND=10] Means; EXPECTEDVALUES=Expected; CLPROBABILITIES=Clpr PRINT Means,Expected,Clpr; DECIMALS=0,3,4