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Confidence curves and improved exact confidence intervals for discrete distributions
Author(s) -
Blaker Helge
Publication year - 2000
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315916
Subject(s) - confidence interval , mathematics , hypergeometric distribution , statistics , binomial (polynomial) , quantile , binomial proportion confidence interval , poisson distribution , cdf based nonparametric confidence interval , robust confidence intervals , negative binomial distribution , humanities , philosophy
The author describes a method for improving standard “exact” confidence intervals in discrete distributions with respect to size while retaining correct level. The binomial, negative binomial, hypergeometric, and Poisson distributions are considered explicitly. Contrary to other existing methods, the author's solution possesses a natural nesting condition: if α < α', the 1 ‐ α' confidence interval is included in the 1 ‐ α interval. Nonparametric confidence intervals for a quantile are also considered.