Suppose {yi} are independent Poisson variates, with ???? = E(yi), i = 1,…, n.

For testing H0: ???? = ????0, show that the likelihood-ratio statistic simplifies to

−2(L0 − L1) = 2[n(????0 − ȳ) + nȳ log(ȳ∕????0)].

Explain how to use this to obtain a large-sample confidence interval for ????.