A note on bootstrap confidence intervals for proportions

被引：5

作者：

Wang, Weizhen ^{[1
,2
]}

机构：

[1] Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

[2] Wright State Univ, Dept Math & Stat, Dayton, OH 45435 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 12期

关键词：

Binomial distribution; Coverage probability; Multinomial distribution; Relative risk; Odds ratio; REGIONS;

D O I：

10.1016/j.spl.2013.09.005

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：

We first show that any 1-alpha bootstrap percentile confidence interval for a proportion based on a binomial random variable has an infimum coverage probability zero for any sample size. This result is then extended to intervals for the difference, the relative risk and the odds ratio of two proportions as well as other types of bootstrap intervals. (C) 2013 Elsevier B.V. All rights reserved.

引用

页码：2699 / 2702

页数：4

共 50 条

[1] A note on simultaneous confidence intervals for multinomial proportions
Kwong, KS
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1996, 55 (1-2) : 111 - 120
[2] A NOTE ON CONFIDENCE-INTERVALS FOR PROPORTIONS IN FINITE POPULATIONS
BUONACCORSI, JP
[J]. AMERICAN STATISTICIAN, 1987, 41 (03): : 215 - 218
[3] Bootstrap Calibrated Empirical Likelihood Confidence Intervals for Low Income Proportions
Lei Qingzhu
Qin Yongsong
[J]. DATA PROCESSING AND QUANTITATIVE ECONOMY MODELING, 2010, : 320 - 324
[4] NOTE ON QUICK SIMULTANEOUS CONFIDENCE-INTERVALS FOR MULTINOMIAL PROPORTIONS
ANGERS, C
[J]. AMERICAN STATISTICIAN, 1989, 43 (02): : 91 - 91
[5] Bootstrap confidence intervals
DiCiccio, TJ
Efron, B
[J]. STATISTICAL SCIENCE, 1996, 11 (03) : 189 - 212
[6] A NOTE ON COVERAGE ERROR OF BOOTSTRAP CONFIDENCE-INTERVALS FOR QUANTILES
DEANGELIS, D
HALL, P
YOUNG, GA
[J]. MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1993, 114 : 517 - 531
[7] BETTER BOOTSTRAP CONFIDENCE-INTERVALS - BALM FOR BOOTSTRAP CONFIDENCE-INTERVALS - COMMENT
PETERS, SC
FREEDMAN, DA
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1987, 82 (397) : 186 - 187
[8] A NOTE ON THE ACCURACY OF BOOTSTRAP PERCENTILE METHOD CONFIDENCE-INTERVALS FOR A QUANTILE
HALL, P
MARTIN, MA
[J]. STATISTICS & PROBABILITY LETTERS, 1989, 8 (03) : 197 - 200
[9] A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters
Wang, Chunlin
Marriott, Paul
Li, Pengfei
[J]. METRIKA, 2022, 85 (07) : 809 - 831
[10] A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters
Chunlin Wang
Paul Marriott
Pengfei Li
[J]. Metrika, 2022, 85 : 809 - 831

← 1 2 3 4 5 →