Ensemble confidence intervals for binomial proportions

被引:13
|
作者
Park, Hayeon [1 ]
Leemis, Lawrence M. [1 ]
机构
[1] Coll William & Mary, Dept Math, Williamsburg, VA 23187 USA
关键词
binomial distribution; confidence interval; coverage; statistical computing; COVERAGE PROBABILITY; APPROXIMATE; ESTIMATORS; LIMITS;
D O I
10.1002/sim.8189
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
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.
引用
收藏
页码:3460 / 3475
页数:16
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