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

DOI10.1111/SJOS.12672arXiv2106.15521OpenAlexW3173705951MaRDI QIDQ6196801FDOQ6196801

Authors: Paul H. Garthwaite, Fadlalla G. Elfadaly 

Publication date: 15 March 2024

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

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.

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)

Cites Work

• Refining binomial confidence intervals
• CONFIDENCE INTERVALS FOR A PROPORTION
• 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
• Confidence Intervals for the Product of Two Binomial Parameters
• A Coverage Probability Approach to Finding an Optimal Binomial Confidence Procedure
• Nonconservative exact small-sample inference for discrete data

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