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A NEW SHORT EXACT GEOMETRIC CONFIDENCE INTERVAL
Author(s) -
Byrne John
Publication year - 2005
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/j.1467-842x.2005.00417.x
Subject(s) - mathematics , interval (graph theory) , confidence interval , tolerance interval , cdf based nonparametric confidence interval , robust confidence intervals , credible interval , binomial proportion confidence interval , confidence region , statistics , algorithm , combinatorics , negative binomial distribution , poisson distribution
Summary For discrete distributions, the standard method of producing a two‐sided confidence interval generates an interval that is exact but conservative. This paper proposes a new algorithm to produce a short exact geometric confidence interval with proven properties, and compares the new interval with the standard interval.