Confidence and Credibility Intervals for the Difference of Two Proportions

被引：0
|
作者：
Zhang, Hanwen [1 ]
Gutierrez Rojas, Hugo Andres [1 ]
Cepeda Cuervo, Edilberto [2 ]
机构：
[1] Univ Santo Tomas, Ctr Invest & Estudios Estadist CIEES, Fac Estadist, Bogota, Colombia
[2] Univ Nacl Colombia, Dept Estadist, Fac Ciencias, Bogota, Colombia
来源：
REVISTA COLOMBIANA DE ESTADISTICA | 2010年 / 33卷 / 01期
关键词：
Confidence intervals; Credibility intervals; Difference of two proportions; BINOMIAL PROPORTION;
D O I：
暂无
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 paper presents a frequentist comparison of the performance of confidence and credibility intervals for the difference of two proportions from two independent samples. The comparison is carried out considering three frequentist criteria. It was found that the intervals with the best performance, in terms of coverage probability, are Bayesians; in terms of expected length and variance of the length, the Newcombe interval shows the best performance. As a final remark, it was found that traditional intervals such as the Wald and adjusted Wald have a poor performance.
引用
收藏
页码：63 / 88
页数：26
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