[R] Coverage probability for a Poisson parameter

[JS Huang]

Hi,

  Given the function cover, it's very likely that you will get 0 for both s1
and s1 with small value of lambda1 and lambda2. In that case the sum s will
be 0.  With s being 0, you will have issue with the expression in   pi <-
s2/s and root <- ((s2/s)*(1-s2/s)+k/(4*s))^(1/2).  You need to take care of
the case that s is 0 before proceeding calculating pi and root.

cover <- function(theta, lambda1, lambda2, significance.level)  { 
  s1 <- rpois(1,lambda1) 
  s2 <- rpois(1,lambda2) 
  theta <- lambda2/(lambda1+lambda2) 
  s <- s1+s2 
  z <- qnorm(1-0.05/2) 
  k <- z^2 
  pi <- s2/s 
  root <- ((s2/s)*(1-s2/s)+k/(4*s))^(1/2) 
  low <- (s2+k/2)/(s+k)-((z*sqrt(s))/(s+k))*root 
  hig <- (s2+k/2)/(s+k)+((z*sqrt(s))/(s+k))*root 
  if (theta >= low & theta <= hig){1} else {0} 
} 



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