Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator

DOI10.1111/SJOS.12672MaRDI QIDQ6196801zbMATH OpenOpenAlexFDO

Authors Paul H. Garthwaite, Fadlalla G. Elfadaly

Publication date 15 March 2024

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/2106.15521

zbMATH Keywords

coveragediscrete distributionshortest intervalClopper-Pearsonmid-\(p\)

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: Well-recommended methods of forming `confidence intervals' for a binomial proportion give interval estimates that do not actually meet the definition of a confidence interval, in that their coverages are sometimes lower than the nominal confidence level. The methods are favoured because their intervals have a shorter average length than the Clopper-Pearson (gold-standard) method, whose intervals really are confidence intervals. Comparison of such methods is tricky -- the best method should perhaps be the one that gives the shortest intervals (on average), but when is the coverage of a method so poor that it should not be classed as a means of forming confidence intervals? As the definition of a confidence interval is not being adhered to, another criterion for forming interval estimates for a binomial proportion is needed. In this paper we suggest a new criterion; methods which meet the criterion are said to yield $extitlocallycorrectconfidenceintervals$. We propose a method that yields such intervals and prove that its intervals have a shorter average length than those of any other method that meets the criterion. Compared with the Clopper-Pearson method, the proposed method gives intervals with an appreciably smaller average length. The mid-$p$ method also satisfies the new criterion and has its own optimality property.

Cites work

• A Coverage Probability Approach to Finding an Optimal Binomial Confidence Procedure
• CONFIDENCE INTERVALS FOR A PROPORTION
• Confidence Intervals for the Product of Two Binomial Parameters
• Nonconservative exact small-sample inference for discrete data
• Problems with existing procedures to calculate exact unconditional P-values for non-inferiority/superiority and confidence intervals for two binomials and how to resolve them
• Refining binomial confidence intervals

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