AN ITERATIVE CONSTRUCTION OF CONFIDENCE INTERVALS FOR A PROPORTION

被引：7
|
作者：
Wang, Weizhen [1 ]
机构：
[1] Wright State Univ, Dept Math & Stat, Dayton, OH 45435 USA
来源：
STATISTICA SINICA | 2014年 / 24卷 / 03期
基金：
美国国家科学基金会;
关键词：
Binomial distribution; coverage probability; set inclusion; BINOMIAL PROPORTION; APPROXIMATE; LIMITS;
D O I：
10.5705/ss.2012.257
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：
Under the criterion of the set inclusion, two-sided admissible 1 a confidence intervals for the probability of success for a binomial random variable are constructed using a new iterative method that is based on a direct analysis of coverage probability. A refined Clopper-Pearson interval is derived and compared with the Blyth-Still-Casella interval, and is recommended for statistical practice due to its performance and accessibility. A generalization is provided to the case of a discrete sample space with a single parameter distribution. Some details and an R-code that computes the refined Clopper-Pearson interval are given in Supplementary Materials.
引用
收藏
页码：1389 / 1410
页数：22
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