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作者:

Wang, Weizhen (Wang, Weizhen.) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (学者:张忠占)

收录:

Scopus SCIE

摘要:

In this paper, we discuss asymptotic infimum coverage probability (ICP) of eight widely used confidence intervals for proportions, including the Agresti-Coull (A-C) interval (Am Stat 52:119-126, 1998) and the Clopper-Pearson (C-P) interval (Biometrika 26:404-413, 1934). For the A-C interval, a sharp upper bound for its asymptotic ICP is derived. It is less than nominal for the commonly applied nominal values of 0.99, 0.95 and 0.9 and is equal to zero when the nominal level is below 0.4802. The C-P interval is known to be conservative. However, we show through a brief numerical study that the C-P interval with a given average coverage probability typically has a similar or larger ICP and a smaller average expected length than the corresponding A-C interval, and its ICP approaches to when the sample size goes large. All mathematical proofs and R-codes for computation in the paper are given in Supplementary Materials.

关键词:

Average expected length Binomial distribution Bootstrap percentile interval Coverage probability

作者机构:

  • [ 1 ] [Wang, Weizhen]Wright State Univ, Dept Math & Stat, Dayton, OH 45435 USA
  • [ 2 ] [Wang, Weizhen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

通讯作者信息:

  • [Wang, Weizhen]Wright State Univ, Dept Math & Stat, Dayton, OH 45435 USA

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来源 :

METRIKA

ISSN: 0026-1335

年份: 2014

期: 5

卷: 77

页码: 635-646

0 . 7 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:56

JCR分区:4

中科院分区:4

被引次数:

WoS核心集被引频次: 8

SCOPUS被引频次: 11

ESI高被引论文在榜: 0 展开所有

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