Better Confidence Intervals for a Binomial Proportion

Interval estimation of a binomial proportion is one of the basic problems in statistics. In technical practice a binomial proportion is often used in statistical quality control. The standard Wald interval and the exact Clopper-Pearson interval are the most common and frequently used intervals. They...

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Main Author: Ivana Pobocikova
Format: Article
Language:English
Published: University of Žilina 2010-03-01
Series:Communications
Subjects:
Online Access:https://komunikacie.uniza.sk/artkey/csl-201001-0006_better-confidence-intervals-for-a-binomial-proportion.php
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author Ivana Pobocikova
author_facet Ivana Pobocikova
author_sort Ivana Pobocikova
collection DOAJ
description Interval estimation of a binomial proportion is one of the basic problems in statistics. In technical practice a binomial proportion is often used in statistical quality control. The standard Wald interval and the exact Clopper-Pearson interval are the most common and frequently used intervals. They are presented in the majority of statistical literature. It is known that the Wald interval performs poorly and this interval should not be used. In this paper we recommend the alternatives of confidence intervals that have a better performance and are appropriate for practical use. We compare the performance of six alternatives of confidence intervals for a binomial proportion: the Wald interval, the Clopper-Pearson interval, the Wilson score interval, the Wilson score interval with continuity correction, the Agresti-Coull interval and the Jeffreys interval in terms of the coverage probability, the interval length and the root mean square error.
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spelling doaj.art-f18b325b255b458aa4f95154179a5ed92023-04-14T06:30:17ZengUniversity of ŽilinaCommunications1335-42052585-78782010-03-01121313710.26552/com.C.2010.1.31-37csl-201001-0006Better Confidence Intervals for a Binomial ProportionIvana Pobocikova0Department of Applied Mathematics, Faculty of Mechanical Engineering, University of Zilina, SlovakiaInterval estimation of a binomial proportion is one of the basic problems in statistics. In technical practice a binomial proportion is often used in statistical quality control. The standard Wald interval and the exact Clopper-Pearson interval are the most common and frequently used intervals. They are presented in the majority of statistical literature. It is known that the Wald interval performs poorly and this interval should not be used. In this paper we recommend the alternatives of confidence intervals that have a better performance and are appropriate for practical use. We compare the performance of six alternatives of confidence intervals for a binomial proportion: the Wald interval, the Clopper-Pearson interval, the Wilson score interval, the Wilson score interval with continuity correction, the Agresti-Coull interval and the Jeffreys interval in terms of the coverage probability, the interval length and the root mean square error.https://komunikacie.uniza.sk/artkey/csl-201001-0006_better-confidence-intervals-for-a-binomial-proportion.phpbinomial distributionbinomial proportionconfidence intervalcoverage probabilityinterval lengthroot mean square error
spellingShingle Ivana Pobocikova
Better Confidence Intervals for a Binomial Proportion
Communications
binomial distribution
binomial proportion
confidence interval
coverage probability
interval length
root mean square error
title Better Confidence Intervals for a Binomial Proportion
title_full Better Confidence Intervals for a Binomial Proportion
title_fullStr Better Confidence Intervals for a Binomial Proportion
title_full_unstemmed Better Confidence Intervals for a Binomial Proportion
title_short Better Confidence Intervals for a Binomial Proportion
title_sort better confidence intervals for a binomial proportion
topic binomial distribution
binomial proportion
confidence interval
coverage probability
interval length
root mean square error
url https://komunikacie.uniza.sk/artkey/csl-201001-0006_better-confidence-intervals-for-a-binomial-proportion.php
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