Ensemble confidence intervals for binomial proportions

被引：13

作者：

Park, Hayeon ^{[1
]}

Leemis, Lawrence M. ^{[1
]}

机构：

[1] Coll William & Mary, Dept Math, Williamsburg, VA 23187 USA

来源：

STATISTICS IN MEDICINE | 2019年 / 38卷 / 18期

关键词：

binomial distribution; confidence interval; coverage; statistical computing; COVERAGE PROBABILITY; APPROXIMATE; ESTIMATORS; LIMITS;

D O I：

10.1002/sim.8189

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

We propose two measures of performance for a confidence interval for a binomial proportion p: the root mean squared error and the mean absolute deviation. We also devise a confidence interval for p based on the actual coverage function that combines several existing approximate confidence intervals. This "Ensemble" confidence interval has improved statistical properties over the constituent confidence intervals. Software in an R package, which can be used in devising and assessing these confidence intervals, is available on CRAN.

引用

页码：3460 / 3475

页数：16

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