Excellent - thanks very much to both of you. I've confirmed that the final answer of lo = quantile(boost::math::chi_squared(2*events), 0.025) / 2; hi = quantile(boost::math::chi_squared(2*(events+1)), 0.975) / 2; does the job. As to what it's used for, the Excel formulas are commonly used in public health to calculate Poisson confidence levels, using a transformation between Poisson and chi-squared (attributed to Ulm, 1990). I've also noticed that at least one of the websites that provides an online Poisson limits calculator uses the chi-squared equivalent. There's a short summary at http://www.nwpho.org.uk/sadb/Poisson%20CI%20in%20spreadsheets.pdf, which also points out that Excel's CHIINV is/was buggy, which seems to have been well-known for years. Presumably the name change in Excel 2007 is because they have a new implementation. -Paul