Coverage-adjusted confidence intervals for a binomial proportion

DOI10.1111/SJOS.12021MaRDI QIDQ6232598arXivFDO

Authors Måns Thulin

Publication date 26 April 2012

Published in arXiv

Full work available at URL https://doi.org/10.1111/SJOS.12021

Mathematics Subject Classification ID

Statistics (62-XX)

arXiv classification

math.STstat.MEstat.TH

Abstract: 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 using prior and posterior distributions of $p$. The adjusted intervals have improved coverage and are often shorter than competing intervals found in the literature. Using new heatmap-type plots for comparing confidence intervals, we find that the coverage-adjusted intervals are particularly suitable for $p$ close to 0 or 1.

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