Ensemble confidence intervals for binomial proportions | Zendy

Park Hayeon | Zendy; Leemis Lawrence M. | Zendy

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Ensemble confidence intervals for binomial proportions

Author(s) -

Park Hayeon,

Leemis Lawrence M.

Publication year - 2019

Publication title -

statistics in medicine

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.996

H-Index - 183

eISSN - 1097-0258

pISSN - 0277-6715

DOI - 10.1002/sim.8189

Subject(s) - confidence interval , binomial proportion confidence interval , robust confidence intervals , cdf based nonparametric confidence interval , statistics , confidence distribution , credible interval , tolerance interval , binomial (polynomial) , mathematics , mean squared error , coverage probability , confidence and prediction bands , confidence region , negative binomial distribution , poisson distribution

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.

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