Coverage-adjusted Confidence Intervals for a Binomial Proportion
type="main" xml:id="sjos12021-abs-0001"> <title type="main">ABSTRACT</title>We consider the classic problem of interval estimation of a proportion p based on binomial sampling. The ‘exact’ Clopper–Pearson confidence interval for p is known to be unnecessarily conservative. We propose coverage adjustments of the Clopper–Pearson interval that incorporate prior or posterior beliefs into the interval. Using heatmap-type plots for comparing confidence intervals, we show that the coverage-adjusted intervals have satisfying coverage and shorter expected lengths than competing intervals found in the literature.
Year of publication: |
2014
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Authors: | Thulin, Måns |
Published in: |
Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 41.2014, 2, p. 291-300
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Publisher: |
Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association |
Saved in:
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