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For example:

poisson.test(x = 170,T = 70,r = 3,alternative = "two.sided",conf.level = .95)

    Exact Poisson test

data:  170 time base: 70
number of events = 170, time base = 70, p-value = 0.005157
alternative hypothesis: true event rate is not equal to 3
95 percent confidence interval:
 2.077216 2.822335
sample estimates:
event rate 
  2.428571 

gives me the answer I would expect for a 95% CI. But if I change the alternate to a one-tail test:

poisson.test(x = 170,T = 70,r = 3,alternative = "less",conf.level = .95)

    Exact Poisson test

data:  170 time base: 70
number of events = 170, time base = 70, p-value = 0.002502
alternative hypothesis: true event rate is less than 3
95 percent confidence interval:
 0.000000 2.758037
sample estimates:
event rate 
  2.428571 

We can see that the CI has changed drastically when I changed only the alternative hypothesis. Something similar happens in binom.test() as well. In the Biometrika article cited in the function (https://doi-org.colorado.idm.oclc.org/10.1093/biomet/26.4.404) I don't see any mention of changing the limits based on the alternative, and I can't think of any reason you would want to.

Am I missing something here?

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One-sided hypothesis testing, such as in your second example

alternative hypothesis: true event rate is less than 3

result in a one-sided confidence interval. One-sided confidence intervals are maybe unusual, so seems unfamiliar. For a discussion see for instance Inverting a hypothesis test: nitpicky detail

One-sided confidence intervals follows naturally when constructing confidence intervals (CI) by inverting a hypothesis test, see Inverting a hypothesis test: nitpicky detail. The idea is to include in the CI parameter values that cannot be rejected using the test. But the rejection region for a test will be different for one-sided and two-sided tests, so the resulting CI must be different. For details see the above linked post.

A more detailed discussion is at Intuition for inverting one sided hypothesis tests

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    $\begingroup$ Hunh, well doing some further reading based on your comment I found some statisticians that do this. I had never heard of it in almost 30 years of doing and teaching stats. I can kind of see the reasoning if you treat a CI as in inverted hypothesis test. It also neatly addresses the inherent concern with one-tail tests. But in the applied world I live in, the CI being, "the interval that captures the true population mean x% of the time" is more practical and would be two-sided to be useful. Thank you very much for this new piece of knowledge! I'll think on this some more! $\endgroup$ Commented Apr 3, 2023 at 23:41

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