The Bayesian Confidence Interval for Coefficient of Variation of Zero-inflated Poisson Distribution with Application to Daily COVID-19 Deaths in Thailand

Sunisa Junnumtuam, Sa-Aat Niwitpong, Suparat Niwitpong

Abstract


Coronavirus disease 2019 (COVID-19) has spread rapidly throughout the world and has caused millions of deaths. However, the number of daily COVID-19 deaths in Thailand has been low with most daily records showing zero deaths, thereby making them fit a Zero-Inflated Poisson (ZIP) distribution. Herein, confidence intervals for the Coefficient Of Variation (CV) of a ZIP distribution are derived using four methods: the standard bootstrap (SB), percentile bootstrap (PB), Markov Chain Monte Carlo (MCMC), and the Bayesian-based highest posterior density (HPD), for which using the variance of the CV is unnecessary. We applied the methods to both simulated data and data on the number of daily COVID-19 deaths in Thailand. Both sets of results show that the SB, MCMC, and HPD methods performed better than PB for most cases in terms of coverage probability and average length. Overall, the HPD method is recommended for constructing the confidence interval for the CV of a ZIP distribution.

 

Doi: 10.28991/esj-2021-SPER-05

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Keywords


Bootstrap; Markov Chain Monte Carlo; Highest Posterior Density.

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DOI: 10.28991/esj-2021-SPER-05

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