A practical procedure to obtain confidence intervals for the Bernoulli parameter

DOI10.1016/0167-9473(84)90011-2MaRDI QIDQ2266313zbMATH OpenOpenAlexFDO

Authors Olga Alvarez, Andrzej Matuszewski, David Sotres

Publication date 1984

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(84)90011-2

zbMATH Keywords

actual confidence levelaverage lengthBernoulli distributionconfidence intervallarge sample situationsoptimalitysmall sample situations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Probabilistic methods, stochastic differential equations (65C99)

Review text

The authors recommend four methods for obtaining a confidence interval (CI) for the parameter of the Bernoulli distribution considering optimality, average length, actual confidence level and computational simplicity [see the last two authors, A basic statistical problem: Confidence interval for the Bernoulli parameter. ibid. to appear]. In large sample situations all these four methods of choice may be represented from the practical point of view by just one, the Anscombe CI. The user can recognize such large sample situations from a table. Practical formulas for the Anscombe's CI are given [cf. \textit{F. J. Anscombe}, Biometrika 35, 246-254 (1948; Zbl 0032.03702)]. On the other hand for small sample situations the paper contains tables with the Sterne- Crow CI's for the 95\% and 99\% confidence levels obtained by using an algorithm given by \textit{E. L. Crow}, ibid. 43, 423-435 (1956; Zbl 0074.140).

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Cites work

• A Comparison of Some Approximate Confidence Intervals for the Binomial Parameter
• Binomial Confidence Intervals
• CONFIDENCE INTERVALS FOR A PROPORTION
• Eine Approximation der Binomialverteilung durch die Normalverteilung der Ordnung 1/n
• FIDUCIAL LIMITS OF THE PARAMETER OF A DISCONTINUOUS DISTRIBUTION
• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
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• Length of Confidence Intervals
• Table of Neyman-shortest unbiased confidence intervals for the binomial parameter
• THE TRANSFORMATION OF POISSON, BINOMIAL AND NEGATIVE-BINOMIAL DATA

Cited in

(6)

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• Robust confidence intervals for the Bernoulli parameter
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• Coverage probability estimation of an asymptotic confidence interval for the Bernoulli parameter
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