TY - JOUR

T1 - Exact confidence coefficients of confidence intervals for a binomial proportion

AU - Wang, Hsiuying

PY - 2007/1/1

Y1 - 2007/1/1

N2 - 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.

AB - 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.

KW - Binomial distribution

KW - Confidence coefficient

KW - Confidence interval

KW - Coverage probability

UR - http://www.scopus.com/inward/record.url?scp=34248547792&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:34248547792

VL - 17

SP - 361

EP - 368

JO - Statistica Sinica

JF - Statistica Sinica

SN - 1017-0405

IS - 1

ER -