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Coverage-adjusted confidence intervals for a binomial proportion
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
2014 (English)In: Scandinavian Journal of Statistics, ISSN 0303-6898, E-ISSN 1467-9469, Vol. 41, no 2, 291-300 p.Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
2014. Vol. 41, no 2, 291-300 p.
National Category
Probability Theory and Statistics
Research subject
Statistics; Mathematical Statistics
Identifiers
URN: urn:nbn:se:uu:diva-224408DOI: 10.1111/sjos.12021ISI: 000335388400002OAI: oai:DiVA.org:uu-224408DiVA: diva2:716612
Available from: 2014-05-12 Created: 2014-05-12 Last updated: 2017-12-05Bibliographically approved

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Publisher's full texthttp://onlinelibrary.wiley.com/doi/10.1111/sjos.12021/abstract

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Thulin, Måns

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