Bayesian confidence interval for the difference of two proportions in the matched-paired design

被引:8
|
作者
Shi, Lei [1 ]
Bai, Peng [2 ]
机构
[1] Yunnan Univ Finance & Econ, Stat & Math Coll, Kunming 650221, Peoples R China
[2] Yunnan Univ, Dept Stat, Kunming 650091, Peoples R China
基金
中国国家自然科学基金;
关键词
Bayesian analysis; confidence interval; dirichlet prior; equivalence or non inferiority test; matched-pair design;
D O I
10.1080/03610920801931879
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This article studies the construction of Bayesian confidence interval for the difference of two proportions in the matched-pair design, and applies it to the equiva-lence or non inferiority test. Under the Dirichlet prior distribution, the exact posterior distribution of difference of two proportions is derived. The tail confidence interval and the highest posterior density (HPD) interval are studied, and their frequentist performance are investigated by simulation in terms of the mean coverage probability of interval. Our results suggest to use tail interval at Jeffreys prior for testing equivalence or non inferiority in matched-pair design.
引用
收藏
页码:2034 / 2051
页数:18
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