Exact confidence intervals and hypothesis tests for parameters of discrete distributions
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Publication:502885
DOI10.3150/15-BEJ750zbMATH Open1388.62066arXiv1412.0442OpenAlexW1578399703MaRDI QIDQ502885FDOQ502885
Authors: Silvelyn Zwanzig, Måns Thulin 
Publication date: 11 January 2017
Published in: Bernoulli (Search for Journal in Brave)
Abstract: We study exact confidence intervals and two-sided hypothesis tests for univariate parameters of stochastically increasing discrete distributions, such as the binomial and Poisson distributions. It is shown that several popular methods for constructing short intervals lack strict nestedness, meaning that accepting a lower confidence level not always will lead to a shorter confidence interval. These intervals correspond to a class of tests that are shown to assign differing -values to indistinguishable models. Finally, we show that among strictly nested intervals, fiducial intervals, including the Clopper-Pearson interval for a binomial proportion and the Garwood interval for a Poisson mean, are optimal.
Full work available at URL: https://arxiv.org/abs/1412.0442
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