topic Re: How to calculate P value for Poisson distribution? in Statistical Procedures

How to calculate P value for Poisson distribution?

ali_siddiquee — Thu, 09 Jun 2016 02:13:12 GMT

Can anybody please let me know how to calculate P value for a Poisson distribution? Thanks.

Re: How to calculate P value for Poisson distribution?

Reeza — Thu, 09 Jun 2016 02:30:55 GMT

I believe that is using the CDF, cumulative distribution function.

http://support.sas.com/documentation/cdl/en/lefunctionsref/63354/HTML/default/viewer.htm#n0n7cce4a3gfqkn1vr0p1x0of99s.htm

Re: How to calculate P value for Poisson distribution?

Rick_SAS — Thu, 09 Jun 2016 10:41:18 GMT

If you have an observed value of some test statistics that follows a Poisson distribution, then Reeza is correct and you can use the CDF function:

lambda=10; obsValue=15;
OneSidePVal = 1 - cdf("Poisson", ObsValue, lambda);

However, since most statistics do not follow a Poisson distribution, maybe you are asking about fitting a Poisson distribution to data and obtaining a p-value for the goodness-of-fit test? In that case, you should use PROC GENMOD to fit the distribution as shown in the article "Fitting a Poisson distribution to data in SAS". (You can also use COUNTREG.)

Unfortunately, the statistics that come out of PROC GENMOD do not include p-values, but you can use PROC FREQ to compute a chi-square statistics that compares the observed and expected values in each category. The details are shown in the article "Testing the fit of a discrete distribution." If you are interested, there are also graphical techniques for evaluating the fit.

Re: How to calculate P value for Poisson distribution?

ali_siddiquee — Fri, 10 Jun 2016 01:47:33 GMT

Thank you so much. It is really helpful. Could you also please guide me to help finding appropritae sas code in such cases. Thanks a lot.

Re: How to calculate P value for Poisson distribution?

ali_siddiquee — Fri, 10 Jun 2016 01:51:40 GMT

Thank you so much. Really appreciate. Best regards.

Re: How to calculate P value for Poisson distribution?

Rick_SAS — Fri, 10 Jun 2016 10:19:05 GMT

You accidentally marked your own replay as the solution.