Exact computation of minimum sample size for estimation of binomial parameters
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Publication:538110
DOI10.1016/J.JSPI.2011.02.015zbMATH Open1213.62033arXiv0707.2113OpenAlexW2963425839MaRDI QIDQ538110FDOQ538110
Authors: Xin-Jia Chen
Publication date: 23 May 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Abstract: It is a common contention that it is an ``impossible mission to exactly determine the minimum sample size for the estimation of a binomial parameter with prescribed margin of error and confidence level. In this paper, we investigate such a very old but also extremely important problem and demonstrate that the difficulty for obtaining the exact solution is not insurmountable. Unlike the classical approximate sample size method based on the central limit theorem, we develop a new approach for computing the minimum sample size that does not require any approximation. Moreover, our approach overcomes the conservatism of existing rigorous sample size methods derived from Bernoulli's theorem or Chernoff bounds. Our computational machinery consists of two essential ingredients. First, we prove that the minimum of coverage probability with respect to a binomial parameter bounded in an interval is attained at a discrete set of finite many values of the binomial parameter. This allows for reducing infinite many evaluations of coverage probability to finite many evaluations. Second, a recursive bounding technique is developed to further improve the efficiency of computation.
Full work available at URL: https://arxiv.org/abs/0707.2113
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- On exact computation of minimum sample size for restricted estimation of a binomial parameter
- Inverse sampling for nonasymptotic sequential estimation of bounded variable means
- Exact calculation of minimum sample size for estimating a Poisson parameter
- Comment on: Determining Sample Size When Searching for Rare Items
- Exact group sequential methods for estimating a binomial proportion
- Exact sample size determination for binomial experiments
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