# Fitting Poisson Distribution To Censored Data Repeat Experiments

I am working on analyzing some data that come from the following experimental setup:

Imagine doing repeated trials of an experiment where a lever is pulled and a random number shows up drawn from a poisson distribution with parameter $$\lambda$$ (here representing the expected number/trial). Unfortunately you are really bad at reading numbers and so you are only able to ascertain if the number was 0 or $$\ge 1$$. What you are interested in though is deriving $$\lambda$$ from this censored data set.

For a single fixed value of $$\lambda$$ the current literature approach to solving this problem is to do the following: run the trials a large number of time and count how many times $$\ge 1$$ comes up and ratio that to the number of trials let's call this $$\mu$$. $$\mu$$ is then set equal to 1 - $$p_0$$ (the probability of getting 0) because it represents the sum of the probabilities of having gotten 1, 2, 3, etc and solved for $$\lambda$$ by the definition of the poisson distribution: $$\lambda = -ln(1-\mu)$$.

My question is this: is there a way to solve this problem if $$\lambda$$ is free to vary from trial to trial and I only care about getting the average value of $$\lambda$$?

As a note I realize the literature procedure doesn't work if $$\lambda$$ is large and so the experiments are usually configured to avoid that.

Perhaps to belabor the obvious: The success of estimating $$E(\lambda)$$ depends on the variability of $$\lambda.$$

I tried a simulation in R choosing $$\lambda \sim \mathsf{Gamma}(6, rate = 2),$$ so that $$E(\lambda) = 3.$$ Then generating Poisson values with such values of $$\lambda$$ gives a sample of $$Y_i$$s with mean near 3, but the distribution of $$Y$$ is not $$\mathsf{Pois}(3),$$ and in particular $$P(Y=0) \ne e^{-3}.$$

set.seed(1234)
m = 10^6
y = rpois(m, rgamma(m, 6, 2))
mean(y);  var(y)
 3.001025
 4.505838
mean(y==0)
 0.088019
dpois(0, 3)
 0.04978707

hist(y, prob=T, br=(-1:21)+.5, ylim=c(0,.25), col="skyblue2")
points(0:21, dpois(0:21, 3), col="red") By contrast, if $$\lambda \sim \mathsf{Unif}(2.9,3.0),$$ so that $$E(\lambda) = 3,$$ with very little variability, then it seems possible to estimate $$E(\lambda)$$ from $$P(Y = 0).$$

set.seed(1235)
m = 10^6
y = rpois(m, runif(m, 2.9, 3.1))
mean(y);  var(y)
 2.998847
 3.004599
mean(y==0)
 0.049865
dpois(0, 3)
 0.04978707 • Thank you very much for that. My own thoughts were converging on a similar thought but wanted to be sure. I just wish the answer were different. Oct 22, 2019 at 1:29