Better Binomial Confidence Intervals

被引:14
作者
Reed, James F., III [1 ,2 ]
机构
[1] Lehigh Valley Hosp & Hlth Network, Hlth Studies, Allentown, PA 18103 USA
[2] Lehigh Valley Hosp & Hlth Network, Res, Allentown, PA USA
关键词
Binomial distribution; confidence intervals; coverage probability; Wald method; Clopper-Pearson Method; Score Method; Agresti-Coull method;
D O I
10.22237/jmasm/1177992840
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The construction of a confidence interval for a binomial parameter is a basic analysis in statistical inference. Most introductory statistics textbook authors present the binomial confidence interval based on the asymptotic normality of the sample proportion and estimating the standard error - the Wald method. For the one sample binomial confidence interval the Clopper-Pearson exact method has been regarded as definitive as it eliminates both overshoot and zero width intervals. The Clopper-Pearson exact method is the most conservative and is unquestionably a better alternative to the Wald method. Other viable alternatives include Wilson's Score, the Agresti-Coull method, and the Borkowf SAIFS-z.
引用
收藏
页码:153 / 161
页数:9
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