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Confidence coefficient of approximate two‐sided confidence intervals for the binomial probability
Author(s) -
Angus John E.
Publication year - 1987
Publication title -
naval research logistics (nrl)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 68
eISSN - 1520-6750
pISSN - 0894-069X
DOI - 10.1002/1520-6750(198712)34:6<845::aid-nav3220340609>3.0.co;2-d
Subject(s) - confidence interval , cdf based nonparametric confidence interval , confidence distribution , robust confidence intervals , mathematics , statistics , binomial proportion confidence interval , coverage probability , infimum and supremum , confidence region , credible interval , tolerance interval , negative binomial distribution , combinatorics , poisson distribution
The confidence coefficient of a two‐sided confidence interval for the binomial parameter p is the infimum of the coverage probability of the interval as p ranges between 0 and 1. The confidence coefficients for five different approximate confidence intervals are computed and compared to the confidence coefficient for the two‐sided Clopper‐Pearson confidence interval. Pratt's approximation method [10] yields virtually the same confidence coefficients as the Clopper‐Pearson interval, and is easily computed without resorting to interative methods.