Suggestion Wanted: CI of Poisson times Gamma RV

From: Paige Miller (paige.miller_at_kodak.com)
Date: 08/25/04 

Date: Wed, 25 Aug 2004 08:25:20 -0400

I have a Poisson random variable, representing the number of defects
on a certain manufactured item. My estimator is this Poisson RV,
times a rate value (rate > 0 and rate < infinity), which is itself a
random variable, and which I for now I assume is distributed as a
Gamma random variable.

I want to find confidence intervals (or the distribution) for this
particular estimator. I am stuck at this point, I don't know what to
do next, I don't know how to proceed.

Any suggestions are welcomed. 

-- 
Paige Miller
Eastman Kodak Company
paige dot miller at kodak dot com
http://www.kodak.com
"It's nothing until I call it!" -- Bill Klem, NL Umpire
"When you get the choice to sit it out or dance, I hope you dance" 
-- Lee Ann Womack

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