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Journal ArticleDOI

Ensemble confidence intervals for binomial proportions

Hayeon Park, +1 more
- 15 Aug 2019 - 
- Vol. 38, Iss: 18, pp 3460-3475
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TLDR
A confidence interval for p based on the actual coverage function that combines several existing approximate confidence intervals that has improved statistical properties over the constituent confidence intervals is devised.
Abstract
We propose two measures of performance for a confidence interval for a binomial proportion p: the root mean squared error and the mean absolute deviation. We also devise a confidence interval for p based on the actual coverage function that combines several existing approximate confidence intervals. This "Ensemble" confidence interval has improved statistical properties over the constituent confidence intervals. Software in an R package, which can be used in devising and assessing these confidence intervals, is available on CRAN.

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References
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Journal ArticleDOI

Approximate is Better than “Exact” for Interval Estimation of Binomial Proportions

TL;DR: For example, this paper showed that using the adjusted Wald test with null rather than estimated standard error yields coverage probabilities close to nominal confidence levels, even for very small sample sizes, and that the 95% score interval has similar behavior as the adjusted-Wald interval obtained after adding two "successes" and two "failures" to the sample.
Journal ArticleDOI

Probable Inference, the Law of Succession, and Statistical Inference

TL;DR: In this article, Probable Inference, the Law of Succession, and Statistical Inference are discussed, with a focus on the law of succession in probabilistic inference.
Journal ArticleDOI

Interval Estimation for a Binomial Proportion

TL;DR: In this paper, the problem of interval estimation of a binomial proportion is revisited, and a number of natural alternatives are presented, each with its motivation and con- text, each interval is examined for its coverage probability and its length.
Journal ArticleDOI

Confidence intervals for a binomial proportion

TL;DR: Thirteen methods for computing binomial confidence intervals are compared based on their coverage properties, widths and errors relative to exact limits, and the continuity corrected score method is recommended over exact methods.
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