Explicit formula for constructing binomial confidence interval with guaranteed coverage probability

被引：4
|
作者：
Chen, Xinjia [1 ]
Zhou, Kemin [1 ]
Aravena, Jorge L. [1 ]
机构：
[1] Louisiana State Univ, Dept Elect & Comp Engn, Baton Rouge, LA 70803 USA
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2008年 / 37卷 / 08期
关键词：
confidence interval; normal approximation; sampling theory;
D O I：
10.1080/03610920701713310
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：
In this article, we derive an explicit formula for constructing the confidence interval of binomial parameters with guaranteed coverage probability. The formula overcomes the limitation of normal approximation which is asymptotic in nature and thus inevitably introduces unknown errors in applications. Moreover, the formula is very tight in comparison with classic Clopper-Pearson's approach from the perspective of interval width. Based on the rigorous formula, we also obtain approximate formulas with an excellent performance of coverage probability.
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页码：1173 / 1180
页数：8
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