The cost of using exact confidence intervals for a binomial proportion
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Publication:66062
DOI10.1214/14-EJS909zbMATH Open1348.62092arXiv1303.1288OpenAlexW3102711193WikidataQ29306466 ScholiaQ29306466MaRDI QIDQ66062FDOQ66062
Publication date: 1 January 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Abstract: When computing a confidence interval for a binomial proportion p one must choose between using an exact interval, which has a coverage probability of at least 1-{alpha} for all values of p, and a shorter approximate interval, which may have lower coverage for some p but that on average has coverage equal to 1-alpha. We investigate the cost of using the exact one and two-sided Clopper--Pearson confidence intervals rather than shorter approximate intervals, first in terms of increased expected length and then in terms of the increase in sample size required to obtain a desired expected length. Using asymptotic expansions, we also give a closed-form formula for determining the sample size for the exact Clopper--Pearson methods. For two-sided intervals, our investigation reveals an interesting connection between the frequentist Clopper--Pearson interval and Bayesian intervals based on noninformative priors.
Full work available at URL: https://arxiv.org/abs/1303.1288
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asymptotic expansionbinomial distributionconfidence intervalexpected lengthproportionsample size determination
Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25)
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- Title not available (Why is that?)
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Cited In (11)
- A fair comparison of credible and confidence intervals: an example with binomial proportions
- On split sample and randomized confidence intervals for binomial proportions
- A Bayesian tour of binomial inference
- On the binomial confidence interval and probabilistic robust control
- Approximate Bayesianity of Frequentist Confidence Intervals for a Binomial Proportion
- Mean-Minimum Exact Confidence Intervals
- Robust calibration of numerical models based on relative regret
- Exact confidence intervals for randomized response strategies
- Highest posterior mass prediction intervals for binomial and Poisson distributions
- Calibrated Bayesian credible intervals for binomial proportions
- MKpower
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