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Generalised Clopper-Pearson confidence intervals for the binomial proportion

Puza, Borek; O'Neill, Terence

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In this paper we develop some new confidence intervals for the binomial proportion. The Clopper-Pearson interval is interpreted as an outcome of randomised confidence interval theory. The problem of randomised intervals possibly being empty is solved using a new technique involving 'tail functions, with the offshoot being a new class of randomised and Clopper-Pearson intervals. Some of the new intervals are investigated and shown to have attractive frequentist properties. Coverage probabilities...[Show more]

dc.contributor.authorPuza, Borek
dc.contributor.authorO'Neill, Terence
dc.date.accessioned2015-12-07T22:25:13Z
dc.identifier.issn0094-9655
dc.identifier.urihttp://hdl.handle.net/1885/21167
dc.description.abstractIn this paper we develop some new confidence intervals for the binomial proportion. The Clopper-Pearson interval is interpreted as an outcome of randomised confidence interval theory. The problem of randomised intervals possibly being empty is solved using a new technique involving 'tail functions, with the offshoot being a new class of randomised and Clopper-Pearson intervals. Some of the new intervals are investigated and shown to have attractive frequentist properties. Coverage probabilities and expected widths are compared and guidelines are established for constructing the optimal generalised Clopper-Pearson interval in any given situation.
dc.publisherTaylor & Francis Group
dc.sourceJournal of Statistical Computation and Simulation
dc.subjectKeywords: Binomial proportion; Clopper-Pearson; Confidence interval; Coverage probability; Expected length; Generalised; Mid- P; Randomised; Tail function
dc.titleGeneralised Clopper-Pearson confidence intervals for the binomial proportion
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume76
dc.date.issued2006
local.identifier.absfor010401 - Applied Statistics
local.identifier.ariespublicationu8902633xPUB15
local.type.statusPublished Version
local.contributor.affiliationPuza, Borek, College of Business and Economics, ANU
local.contributor.affiliationO'Neill, Terence, College of Business and Economics, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.issue6
local.bibliographicCitation.startpage489
local.bibliographicCitation.lastpage508
local.identifier.doi10.1080/10629360500107527
dc.date.updated2015-12-07T09:33:33Z
local.identifier.scopusID2-s2.0-33744989247
CollectionsANU Research Publications

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