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When computing a confidence interval for a binomial proportion p one must choose between using an exact interval, which has a coverage probability of at least 1-{\alpha} for all values of p, and a shorter approximate interval, which may…

Statistics Theory · Mathematics 2015-03-11 Måns Thulin

Well-recommended methods of forming `confidence intervals' for a binomial proportion give interval estimates that do not actually meet the definition of a confidence interval, in that their coverages are sometimes lower than the nominal…

Statistics Theory · Mathematics 2021-06-30 Paul H. Garthwaite , Maha W. Moustafa , Fadlalla G. Elfadaly

The Clopper-Pearson confidence interval has ever been documented as an exact approach in some statistics literature. More recently, such approach of interval estimation has been introduced to probabilistic control theory and has been…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou , Jorge L. Aravena

We consider interval estimation of the difference between two binomial proportions. Several methods of constructing such an interval are known. Unfortunately those confidence intervals have poor coverage probability: it is significantly…

Methodology · Statistics 2019-03-11 Wojciech Zieliński

Confidence intervals for a binomial parameter or for the ratio of Poisson means are commonly desired in high energy physics (HEP) applications such as measuring a detection efficiency or branching ratio. Due to the discreteness of the data,…

Data Analysis, Statistics and Probability · Physics 2009-12-23 Robert D. Cousins , Kathryn E. Hymes , Jordan Tucker

In this paper, we derive an explicit formula for constructing the confidence interval of binomial parameter with guaranteed coverage probability. The formula overcomes the limitation of normal approximation which is asymptotic in nature and…

Statistics Theory · Mathematics 2008-05-12 Xinjia Chen , Kemin Zhou , Jorge L. Aravena

In many statistical problems, several estimators are usually available for interval estimation of a parameter of interest, and hence, the selection of an appropriate estimator is important. The criterion for a good estimator is to have a…

Methodology · Statistics 2018-10-10 Richard Minkah , Tertius de Wet

Introduction: estimation of confidence intervals (CIs) of binomial proportions has been reviewed more than once but the directional interpretation, distinguishing the overestimation from the underestimation, was neglected while the sample…

Other Statistics · Statistics 2021-03-22 André Gillibert , Jacques Bénichou , Bruno Falissard

A new method is proposed for the correction of confidence intervals when the original interval does not have the correct nominal coverage probabilities in the frequentist sense. The proposed method is general and does not require any…

Computation · Statistics 2013-08-30 P. Menendez , Y. Fan , P. H. Garthwaite , S. A. Sisson

We study exact confidence intervals and two-sided hypothesis tests for univariate parameters of stochastically increasing discrete distributions, such as the binomial and Poisson distributions. It is shown that several popular methods for…

Statistics Theory · Mathematics 2016-10-03 MÅns Thulin , Silvelyn Zwanzig

This paper revisits the classical problem of interval estimation of a binomial proportion under Huber contamination. Our main result derives the rate of optimal interval length when the contamination proportion is unknown under a local…

Statistics Theory · Mathematics 2026-01-13 Minjun Cho , Yuetian Luo , Chao Gao

The most frequently taught confidence intervals for a proportion are the classical Wald (Ws) and the Clopper-Pearson (CP) ones because of the simplicity of their definition. However, their actual coverage probability of the parameter p is…

Statistics Theory · Mathematics 2015-01-07 Jean-Christophe Turlot , Jean François Petiot

A reasonable confidence interval should have a confidence coefficient no less than the given nominal level and a small expected length to reliably and accurately estimate the parameter of interest, and the bootstrap interval is considered…

Statistics Theory · Mathematics 2024-02-15 Weizhen Wang , Chongxiu Yu , Zhongzhan Zhang

I present a critical review of techniques for estimating confidence intervals on binomial population proportions inferred from success counts in small-to-intermediate samples. Population proportions arise frequently as quantities of…

Instrumentation and Methods for Astrophysics · Physics 2015-05-20 Ewan Cameron

There are over 55 different ways to construct a confidence respectively credible interval (CI) for the binomial proportion. Methods to compare them are necessary to decide which should be used in practice. The interval score has been…

Methodology · Statistics 2022-07-08 Lisa J. Hofer , Leonhard Held

Conformal prediction (CP) has become a cornerstone of distribution-free uncertainty quantification, conventionally evaluated by its coverage and interval length. This work critically examines the sufficiency of these standard metrics. We…

Machine Learning · Statistics 2026-01-30 Yizhou Min , Yizhou Lu , Lanqi Li , Zhen Zhang , Jiaye Teng

Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…

Methodology · Statistics 2026-05-28 Yao Zhang , Emmanuel J. Candès

Several scientific fields including psychology are undergoing a replication crisis. There are many reasons for this problem, one of which is a misuse of p-values. There are several alternatives to p-values, and in this paper we describe a…

Methodology · Statistics 2020-10-05 Brian D. Segal

In the analysis of survey data it is of interest to estimate and quantify uncertainty about means or totals for each of several non-overlapping subpopulations, or areas. When the sample size for a given area is small, standard confidence…

Methodology · Statistics 2018-09-26 Kyle Burris , Peter Hoff

Confidence interval performance is typically assessed in terms of two criteria: coverage probability and interval width (or margin of error). In this paper, we assess the performance of four common proportion interval estimators: the Wald,…

Applications · Statistics 2024-01-17 Owen McGrath , Kevin Burke
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