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QF20_CDF_POISSON_ESTIMATE - Estimation of proportions of a Poisson distribution

QF20_CDF_POISSON_ESTIMATE - Estimation of proportions of a Poisson distribution

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Task

This function computes estimated values of fractions F(k) and 1-F(k) for a given value k of a population with Poisson distribution and an unknown distribution parameter. Sample results are required in summarized form only.

Example

Ten spruce planks from a lot are inspected for knot holes. Three knot holes are found. Estimate the following fractions for the lot:

  • the fraction of planks without knot holes (FRACTION1);
  • the fraction of planks with more than two knot holes (FRACTION2).

The following function calls apply for this example:

  CALL FUNCTION 'QF20_CDF_POISSON_ESTIMATE'
    EXPORTING SAMPLE_SIZE     = 10
              SAMPLE_SUM      =  3
              SPLITTING_VALUE =  0
    IMPORTING PROB_BELOW      = FRACTION1.

  CALL FUNCTION 'QF20_CDF_POISSON_ESTIMATE'
    EXPORTING SAMPLE_SIZE     = 10
              SAMPLE_SUM      =  3
              SPLITTING_VALUE =  2
    IMPORTING PROB_ABOVE      = FRACTION2.

Statistical properties

The estimator used is unbiased. Of all unbiased estimators, it has minimal variance.

Reference

  • E.L.Lehmann, Theory of Point Estimation, John Wiley & Sons, New York 1983




Parameters

PROB_ABOVE
PROB_BELOW
SAMPLE_SIZE
SAMPLE_SUM
SPLITTING_VALUE

Exceptions

NOT_POSITIVE

Function Group

QF20

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Length: 2316 Date: 20240605 Time: 202922     sap01-206 ( 25 ms )