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I am trying to do a likelihood analysis on a variable, $Z$, which is defined as

$(1)$ $Z = X - cY$

where $X$ and $Y$ are both independent Poisson distributions with rate parameters $\lambda_{x}, \lambda_{y}$ and $c$ is a constant scaling factor such that $0 < c < 1$.

The underlying physical problem, is trying to isolate the rate of a specific source of photons observed by a detector. $X$ is the counts recorded in the region-of-interest, $Y$ is the counts recorded in a nearby region to determine the background rate, and $c$ is a scaling factor based on the difference in exposure, which gives us our final source rate above $(1)$. Typical values are something like $\lambda_{x}\sim 10−100,\lambda_{y}\sim 100−1000,c\sim0.01−0.001$.

Initially, when working on this with my advisor (neither of us are statisticians, so bear with us), we determined that $cY$ still obeyed a Poisson distribution, and thus $Z$ followed a Skellam distribution. I have since looked deeper into this issue, and found that this is incorrect as the scaled Poisson distribution is fundamentally different from a Poisson distribution.

Is there an appropriate distribution I can use to describe or approximate the resulting variable $Z$?

The best I can understand so far is that $Z$ is some convolution of the Poisson and scaled Poisson processes so I could write that

$(2)$ $p(z;c,\lambda_{x},\lambda_{y}) = \Sigma_{n=0}^{\infty} p_{X}(z+n;\lambda_{x})\cdot p_{Y}(n;c,\lambda_{y}) = \Sigma_{n=0}^{\infty} \frac{e^{-\lambda_{x}}\cdot \lambda_{x}^{z+n}}{(z+n)!}\cdot\frac{e^{-\lambda_{y}}\cdot \lambda_{y}^{n/c}}{(n/c)!} $

where I have simply substituted the pdf for the Poisson and scaled Poission distribution into the summation.

My main questions are have I formulated the convolution correctly and are there any ways to simplify or approximate the resulting pdf?

As an aside, the ultimate goal here is to use this pdf in R to evaluate the log-probability of a small set of observed values and use this to determine a maximum log-likelihood rate for the parameter $Z$. I am also wondering if Wilks' theorem would be appropriate for determining the $\chi^{2}$ value in this case.

Apologies if any of this is naive or miscommunicated, statistics is not my forte.

Jack
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  • It is impossible for $cY$ to have a Poisson distribution, because it has positive probabilities of attaining non-integral values (such as $c$ itself). However, you confusingly appear to refer to *processes* as if they were *distributions* or *random variables.* Could you clarify what you're trying to describe? – whuber Jun 22 '21 at 13:24
  • @whuber Thank you for the response. Okay, this makes sense. If c had an integer value, would $cY$ then be Poisson? I apologize for referencing *processes*; I think *distributions* is closest to what I was trying to convey. I will edit my original post to say this. Essentially, I am trying to find the pdf of $Z$ in as succinct a form as possible. – Jack Jun 22 '21 at 16:13
  • The *only* way $cY$ can have a nondegenerate Poisson distribution when $Y$ has a nondegenerate Poisson distribution is when $c=1.$ The PDF of $Z=X-cY$ is complicated otherwise, because it has positive probabilities at all numbers of the form $m-cn$ for natural numbers $m,n$ and the probability at any value $x$ depends on the number of solutions to $m-cn=x.$ When $c$ is irrational, for instance, those counts are all $0$ or $1$ but $Z$ has a continuous yet not absolutely continuous distribution. Easy approximations are available for non-small $\lambda_x$ and $\lambda_y.$ – whuber Jun 22 '21 at 17:02
  • BTW, $Z$ doesn't even have a meaningful "rate." It has positive probability of being negative, for instance. This calls into question what you are trying to accomplish. Could you provide some background to help us understand the situation? The likely values of the parameters $c,\lambda_x,$ and $\lambda_y$ are of particular interest, because that will determine what approximations might be useful. – whuber Jun 22 '21 at 17:22
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    Sure. Basically, I am interested in the photon counts observed from a specific source ($Z$); however, there is a non-negligible background that I must account for. So, to find $Z$, I take the counts recorded in the "source" region ($X$) and the counts recorded in a separate "background" region ($Y$). The counts recorded in $Y$ are then weighted according to the difference in exposures, $c$ (hence: $Z = X - cY$). Typical values are something like $\lambda_{x} \sim 10-100, \lambda_{y} \sim 100-1000, c \sim 0.01 - 0.001$. I will include this in the original post as well. – Jack Jun 22 '21 at 19:11
  • Can you guarantee that $c\sqrt{\lambda_y}\ll 1$? If so, you can treat the noise as Gaussian and you should be seeing a set of shifted and broadened (but not visibly merged) Poisson peaks in your data. That leads to a nice simplification. Otherwise, the peaks merge and you need to write code to find the principal solutions $(m,n)$ to equations of the form $m-cn=x$ and combine their probabilities. – whuber Jun 22 '21 at 20:20
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    Unfortunately, that is not always the case. I will have to take the second option. Many thanks for the help. – Jack Jun 22 '21 at 20:43
  • Fortunately, the worst case where $(\lambda_x,\lambda_y,c)=(10,1000,0.01)$ is not too bad: there will be at most a few dozen solutions $(m,n)$ to consider and they're readily found, because you know $m\approx Z+c\lambda_y$ and $c\lambda_y\le10.$ – whuber Jun 22 '21 at 21:20
  • So just to be sure I understand everything properly: the best way to find the pdf is find all solutions $(m,n)$ to the equation $m-cn = r$ where c is the usual scale factor, and $r$ is whatever my current estimate for the source "rate" (I understand "rate" might be incorrect, since it can be < 0). Once I have the complete solution set, I just combine the probabilities to find the pdf at that value of $r$. Would that essentially be $p_{z}(r) = \Sigma_{i} p_{x}(m_{i})*p_{y}(n_{i})$? After this, I can repeat this process for different values of $r$ to find the full pdf. Do I have that correct? – Jack Jun 22 '21 at 23:52
  • Rather than pursue that, it might be more useful to express a concern about your approach. It seems you observe counts that reflect the independent sum of a source and noise; that you also (independently) observe counts for the noise alone (for a different duration); and you wish to estimate the source intensity. Is this a correct interpretation? If so, then your model doesn't look quite right. If not, what is the correct interpretation? And when you observe these counts, how accurate are they? (Electronics usually have some Gaussian-like noise you have to account for.) – whuber Jun 23 '21 at 13:50
  • I am working on data with a detector with a relatively large field-of-view. I am looking at a region that has counts from a source of interest as well as contributions from other nearby physical background sources. Instead of a separate duration, I take the counts observed in a separate region of the detector's FOV during the same observing period which I believe contains a similar contribution from the background sources. This is then scaled to find the expected background contribution in my ROI. The counts should be extremely accurate; electronic noise should not be an issue. – Jack Jun 23 '21 at 15:59

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