Confidence intervals for average success probabilities

MaRDI QIDQ2787068zbMATH OpenFDO

Authors Lutz Mattner, Christoph Tasto

Publication date 24 February 2016

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.0229, http://www.math.uni.wroc.pl/%7epms/publicationsArticle.php?ppB=301&nr=35.2&nrA=8&ppE=312

zbMATH Keywords

Bernoulli convolutionbinomial distribution inequalityClopper-Pearsonhypergeometric distributioninhomogeneous Bernoulli chainPoisson-binomial distributionrobustness

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35)

Abstract: We provide Buehler-optimal one-sided and some valid two-sided confidence intervals for the average success probability of a possibly inhomogeneous fixed length Bernoulli chain, based on the number of observed successes. Contrary to some claims in the literature, the one-sided Clopper-Pearson intervals for the homogeneous case are not completely robust here, not even if applied to hypergeometric estimation problems.

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(2)

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• scientific article; zbMATH DE number 2147415 (Why is no real title available?)

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