Exact confidence intervals and hypothesis tests for parameters of discrete distributions (Q502885)

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Exact confidence intervals and hypothesis tests for parameters of discrete distributions
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    Exact confidence intervals and hypothesis tests for parameters of discrete distributions (English)
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    11 January 2017
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    The paper under review discusses confidence intervals and hypothesis tests for univariate parameters of discrete distributions. The authors argue that strictly two-sided confidence intervals and hypothesis tests suffer from problems that are universal when the data is generated by a class of discrete distributions, which includes the binomial, Poisson, and negative binomial distributions. Several known methods for constructing short intervals lack strict nestedness (i.e. accepting a lower confidence level may not lead to a shorter confidence interval). Intervals that are not strictly nested correspond to a class of tests that attach widely different evidence to almost indistinguishable hypotheses. It is shown that among strictly nested intervals, fiducial intervals, including the Clopper-Pearson interval for a binomial proportion [\textit{C. J. Clopper} and \textit{E. S. Pearson}, Biometrika 26, 404--413 (1934; JFM 60.1175.02)] and the Garwood interval for a Poisson mean [\textit{F. Garwood}, Biometrika 28, 437--442 (1936; Zbl 0015.26206)], are optimal.
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    confidence interval
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    hypothesis test
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