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We consider the problem of interval estimation of the odds ratio. An asymptotic confidence interval is widely applied in medical research. Unfortunately that confidence interval has a poor coverage probability: it is significantly smaller…

统计方法学 · 统计学 2020-11-19 Zofia Zielińska-Kolasińska , Wojciech Zieliński

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…

统计方法学 · 统计学 2022-07-08 Lisa J. Hofer , Leonhard Held

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…

统计理论 · 数学 2021-06-30 Paul H. Garthwaite , Maha W. Moustafa , Fadlalla G. Elfadaly

A novel confidence interval estimator is proposed for the risk difference in noninferiority binomial trials. The confidence interval is consistent with an exact unconditional test that preserves the type-I error, and has improved power,…

统计方法学 · 统计学 2021-10-18 Nour Hawila , Arthur Berg

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…

统计理论 · 数学 2008-05-12 Xinjia Chen , Kemin Zhou , Jorge L. Aravena

Linear combinations of multinomial probabilities, such as those resulting from contingency tables, are of use when evaluating classification system performance. While large sample inference methods for these combinations exist, small sample…

统计方法学 · 统计学 2021-04-20 Katherine A. Batterton , Christine M. Schubert , Richard L. Warr

We present a new method for constructing a confidence interval for the mean of a bounded random variable from samples of the random variable. We conjecture that the confidence interval has guaranteed coverage, i.e., that it contains the…

统计理论 · 数学 2020-11-05 Erik Learned-Miller , Philip S. Thomas

By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…

信息论 · 计算机科学 2013-01-29 A. G. Stefani , J. B. Huber , C. Jardin , H. Sticht

Interval estimation of the probability of success in a Binomial model is considered. Zieli\'nski (2018) showed that the confidence interval which uses information about non-homogeneity of the sample is better than the classical one. In the…

统计理论 · 数学 2019-03-28 Stanisław Jaworski , Wojciech Zieliński

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…

统计理论 · 数学 2024-02-15 Weizhen Wang , Chongxiu Yu , Zhongzhan Zhang

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…

统计理论 · 数学 2015-03-11 Måns Thulin

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…

统计方法学 · 统计学 2018-10-10 Richard Minkah , Tertius de Wet

Estimating the probability of the binomial distribution is a basic problem, which appears in almost all introductory statistics courses and is performed frequently in various studies. In some cases, the parameter of interest is a difference…

统计计算 · 统计学 2024-08-21 Almog Peer , David Azriel

We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…

统计理论 · 数学 2013-11-05 Zhengjia Chen , Xinjia Chen

We consider the classic problem of interval estimation of a proportion $p$ based on binomial sampling. The "exact" Clopper-Pearson confidence interval for $p$ is known to be unnecessarily conservative. We propose coverage-adjustments of the…

统计方法学 · 统计学 2015-03-11 Måns Thulin

For any class of one-sided $1-\alpha$ confidence intervals with a certain monotonicity ordering on the random confidence limit, the smallest interval, in the sense of the set inclusion for the difference of two proportions of two…

统计理论 · 数学 2012-11-19 Weizhen Wang

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…

统计计算 · 统计学 2013-08-30 P. Menendez , Y. Fan , P. H. Garthwaite , S. A. Sisson

It is a common contention that it is an ``impossible mission'' to exactly determine the minimum sample size for the estimation of a binomial parameter with prescribed margin of error and confidence level. In this paper, we investigate such…

统计理论 · 数学 2007-08-02 Xinjia Chen

In this paper, we develop an approach for optimizing the explicit binomial confidence interval recently derived by Chen et al. The optimization reduces conservativeness while guaranteeing prescribed coverage probability.

统计计算 · 统计学 2009-01-30 Xinjia Chen

In this paper, we develop an exact method for computing the minimum coverage probability of Wald interval for estimation of binomial parameters. Similar approach can be used for other type of confidence intervals.

统计计算 · 统计学 2009-01-30 Xinjia Chen
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