uu.seUppsala University Publications
Change search
ReferencesLink to record
Permanent link

Direct link
The cost of using exact confidence intervals for a binomial proportion
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Applied Mathematics and Statistics.
2014 (English)In: Electronic Journal of Statistics, ISSN 1935-7524, Vol. 8, 817-840 p.Article in journal (Refereed) Published
Abstract [en]

When computing a confidence interval for a binomial proportion p one must choose between using an exact interval, which has a coverage probability of at least 1 a for all values of p, and a shorter approximate interval, which may have lower coverage for some p but that on average has coverage equal to 1 a. We investigate the cost of using the exact one and two-sided Clopper-Pearson confidence intervals rat her than shorter approximate intervals, first in terms of increased expected length and then in terms of the increase in sample size required to obtain a desired expected length. Using asymptotic expansions, we also give a closed-form formula for determining the sample size for the exact Clopper-Pearson methods. For two-sided intervals, our investigation reveals an interesting connection between the frequentist Clopper-Pearson interval and Bayesian intervals based on noninformative priors.

Place, publisher, year, edition, pages
2014. Vol. 8, 817-840 p.
Keyword [en]
Asymptotic expansion, binomial distribution, confidence interval, expected length, sample size determination, proportion
National Category
Probability Theory and Statistics
URN: urn:nbn:se:uu:diva-226501DOI: 10.1214/14-EJS909ISI: 000338327100001OAI: oai:DiVA.org:uu-226501DiVA: diva2:726002
Available from: 2014-06-17 Created: 2014-06-17 Last updated: 2014-08-11Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full text

Search in DiVA

By author/editor
Thulin, Måns
By organisation
Applied Mathematics and Statistics
In the same journal
Electronic Journal of Statistics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 418 hits
ReferencesLink to record
Permanent link

Direct link