AMERICAN JOURNAL OP EPIDEMIOLOGY
3
Copyright © 1974 by The Johns Hopkins University
CONFIDENCE LIMITS ON THE RATIO OF TWO POISSON VARIABLES
FRED EDERER1 AND NATHAN MANTEL1
The need to set confidence limits on the
ratio of two Poisson parameters from corre-
sponding Poisson observations arises in
many scientific investigations. In some
instances, while the ratio of interest itself is
not a Poisson ratio, the desired limits will
nevertheless be related to those for an
underlying Poisson ratio. Consider, for ex-
ample, two large populations with known
age distributions and with comparatively
small age-specific death rates. The respec-
tive numbers of deaths, x, and x2, in the
two populations can then be considered to
follow Poisson distributions with expecta-
tions, say,
E(x,) = X,. E(x,) = X2.
Suppose now, using some set of standard
age-specific rates, we obtain age-adjusted
rates for each of the populations by the
indirect method and compute the ratio of
these rates. The calculated age-adjusted
rates will be proportional to x, and x2,
respectively, and their ratio will be propor-
tional to x,/x2 with limits proportional to
those for X,/X,. The more general problem
can be seen to be that of setting limits on
quantities proportional to the ratio of two
Poisson parameters.
Say, then, that we are given two Poisson
observations, x, and x2, with E(xt) = X,
and E{xt) = A2. We want 100(1 - a) per
cent confidence limits for R = X/A,. The
sampling variation considered here is re-
stricted to the subset of n = x, + x2 events;
x, is then distributed like the number of
successes in n binomial trials with bino-
1
Office of Biometry and Epidemiology, National
Eye Institute, NIH, Bethesda, Md. 20014.
"Department of Statistics, George Washington
University, Washington, D.C. Work in this study by
N.M. was supported by USPHS Grant No. CA-15686
from the National Cancer Institute.
165
Vol. 100, No.
Printed in USA.
mial parameter 8 = t + XJ and with
n = xx + x,.
As a first step, we set limits on 8. Let 8L
Downloaded from https://academic.oup.com/aje/article-abstract/100/3/165/169279 by guest on 02 October 2019
and 8V be the lower and upper limits on 6 =
Xi/(X1 + X2) for the binomial probability
P(x, | n, 8), where n = x, + x2 is the sum of
two Poisson observations whose individual
expectations are X, and X,, respectively.
One- or two-sided limits can be determined
by interpolation from tables of the cumula-
tive binomial probability distribution such
as those prepared by the Harvard Univer-
sity Computation Laboratory (1); for a =
.01 or .05, two-sided limits can be found in
the Documenta Geigy Scientific Tables
(2). Both the Harvard and Geigy tables
permit determination of confidence limits
for n up to 1,000.
We note that 1 - 8 = XJAX, + X2) and
that R = 8/(1 - 8). Putting limits on 6 puts
limits on R. Thus, the lower and upper
limits of R are
RL = 8J{\- 8L)
and
Ru = 9UI(\ - 8V).
Corresponding lower and upper limits for
estimates proportional to x/x 2 can be
made by substituting RL and Ru ior xjxt in
the estimating formula. When xt = 0, the
lower limit RL is zero, and in this case one
may want to make only a one-sided upper
limit. Similarly, when x2 = 0, the upper
limit Rv is infinite and one may want to
make only a one-sided lower limit.
The limits derived here are also shown in
Kahn (3), Brownlee (4) and Armitage (5).
Example
Take the case x, = 7, x2 = 17. Then 7/17
= .412 and 7/(7 + 17) = .292 are estimates
166 EDERER AND MANTEL
of R and 0, respectively. Let us find 95 per
cent confidence limits on R.
Lower limit. Look in the cumulative
binomial tables for the lower (two-sided) 95
per cent confidence limit on 0 = Xi/(Xi
+ Xa) with x = 7 and n = 24. This is the 6
for which the probability of 7 or more suc-
cesses in 24 trials is .025 (.05 for a one-sided
limit). The Harvard tables, with linear
interpolation, show 0L to be .126. There-
fore, RL = 8j{\ - 6L) = .126/.874 = .144.
Upper limit. Look in the cumulative
binomial tables for the upper (two-sided)
95 per cent confidence limit on 0 = \J(Xi
+ X,). This is the 0 for which the probabil-
ity of 7 or fewer successes in 24 trials is
.025 (.05 for a one-sided limit). The Harvard
tables do not show this, but show the value
of 1 - 0 for which the probability of 17 or
more successes in 24 trials is .025. With
linear interpolation, 1 - 8V = .489, hence
ev = .511. Therefore, Rv = 0 y /(l - 0y) =
.511/.489 = 1.04.
The limits on the binomial parameter 8
in the foregoing example, found in the
Harvard tables by linear interpolation,
differ from those in the Geigy table in the
fourth significant digit.
Normal approximation
For large or even moderate values of x,
and Xj, a normal approximation to the
binomial may be used in lieu of tables.
Approximations to 9L and 0v can be ob-
tained from
xx~r\BL- 1/2
t=
y/[rtiL(\-BL)]
and
x1-ndu+ 1/2
-t =
In these expressions t is the normal deviate
corresponding to the desired confidence
level a and equals 1.96 for two-sided a =
.05. Solving these equations for 8L and 9u That is, it is certain that n tries will result
and taking the ratios 8J{\ - 0L) and 0(//(l in either r or fewer successes, or r + 1 or
- Bu) leads to continuity-corrected normal more successes. Thus,
approximations to the limits on R = XjX3
which take into account that the variance
depends on the true 0:
t»/2 + x1 ± 1/2
n + £72 - x, 1/2
where
2 = [tV2 + x, ± 1/2]1
Downloaded from https://academic.oup.com/aje/article-abstract/100/3/165/169279 by guest on 02 October 2019
In this expression upper limits are yielded
by the upper of alternate signs and lower
limits by the lower of alternate signs. In the
foregoing example, this formulation leads
to the limits RL = 0.155 and Rv = 1.05,
which are close to 0.144 and 1.04 previously
shown.
Mantel has shown elsewhere a corre-
sponding normal approximation to limits
for a single Poisson variable (6) and that it
is possible to give limits on a product of two
Poisson ratios (7).
For large values of both x, and x2 approx-
imate upper and lower limits can be ob-
tained from
0" ± t\/[9~(l - 6)1 n],
where 0* = x/(x, + x,). For the small values
in the present example this leads to the
limits RL = 0.124 and Ra = 0.901, which
are smaller than those previously shown.
Use of the Harvard Tables
The Harvard tables present the probabil-
ities P{x > r | n, p) for the binomial pa-
rameter p, where p < .5. Except for pos-
sible interpolation, lower confidence limits
on p valued .5 or less may be looked up
directly in the tables. For an upper limit
on p, one needs the probability F\x < r)
rather than P[x > r). The following relation-
ships are useful for determining an upper
confidence limit.
P(x < r | n, p)
+ P{x > r + 1 | n, p) = 1.
 CONFIDENCE LIMITS IN TWO POISSON VARIABLES 167
P(x <r\ n, p) This relation permits use of the Harvard
(1) tables for p > .5.
= 1 - P(x > r + 1 | n, p),
REFERENCES
which permits the determination of an
upper bound on p valued .5 or less from the 1. Staff of the Computation laboratory. Tables of the
Harvard tables. Cumulative Binomial Distribution. Cambridge,
The event r or fewer successes is equiva- Harvard University Press, 1955
2. Documenta Geigy Scientific Tables, 6th edition.
lent to n - r or more failures. Hence, Basel, J. R. Geigy, S.A., 1962

Downloaded from https://academic.oup.com/aje/article-abstract/100/3/165/169279 by guest on 02 October 2019

P(x < r | n, p) 3. Kahn HA: The relationship of reported coronary
(2) heart disease mortality to physical activity of work.
= P(x > n - r | n, 1 - p), Am J Public Health 53:1058-1067, 1963
4. Brownlee KA: Statistical Theory and Methodology
where 1 - p represents the probability of in Science and Engineering. New York, Wiley,
failure in a single try. From equations 1 1967, p 184
and 2 we obtain 5. Armitage P: Statistical Methods in Medical Re-
search. New York, Wiley, 1971, p 139
P(x > r + 1 | n, p) 6. Mantel N: Appendix C. In W Haenszel, DB Love-
= 1 - P(x > n - r | n, 1 - p), land and MG Sirken: Lung cancer mortality as re-
lated to residence and smoking histories. I. White
or males. J Natl Cancer Inst 23:947-997, 1962
P(x > r | n, p) 7. Mantel N: The continuity correction in comparing
two Poisson-distributed observations. Biometrics
= 1 - P(x > n - r + 1 | n, 1 - p). 27:747-749, September 1971

Publication of Letters to the Editor

The Journal invites its readers—both those who subscribe and those who rely on
library copies—to let us know what changes they would like to see in the Journal.
Over the past 10 years we have made a number of changes, which appear, from our
vantage-point, to have been desirable and successful. First was the change in name,
in 1965, from the American Journal of Hygiene to the American Journal of Epidemiol-
ogy. Along with this came a gradual increase in emphasis on publishing epidemiologic
studies on chronic diseases. This should, perhaps, be further extended. Then, in
1968, a "Commentary" section was added; this was later expanded to "Reviews and
Commentary." In 1969 the bimonthly publication schedule became a monthly one.
The fact that Letters to the Editor are now published may have escaped the atten-
tion of many readers. Material on any topic germane to epidemiology will be considered
appropriate. If letters refer to published papers, they will usually be sent to the senior
author of the original paper so that he may respond, if he so desires, in the same issue.
The Editors reserve the right to decline publication or to shorten such contributions.