Exact confidence coefficients of confidence intervals for a binomial proportion

Hsiuying Wang*

*Corresponding author for this work

研究成果: Article同行評審

20 引文 斯高帕斯(Scopus)

摘要

Let X have a binomial distribution B(n,p). For a confidence interval (L(X),U(X)) of a binomial proportion p, the coverage probability is a variable function of p. The confidence coefficient of the confidence interval is the infimum of the coverage probabilities, inf0≤p≤1 Pp(p ε(L(X), U(X))). Usually, the exact confidence coefficient is unknown since the infimum of the coverage probabilities may occur at any point p ε (0, 1). In this paper, a methodology to compute the exact confidence coefficient is proposed. With this methodology, the point where the infimum of the coverage probabilities occurs, as well as the confidence coefficient, can be precisely derived.

原文English
頁(從 - 到)361-368
頁數8
期刊Statistica Sinica
17
發行號1
出版狀態Published - 1 一月 2007

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