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Confidence Intervals for the Binomial Proportion: A Comparison of Four Methods

机译:二项法比例的置信区间:四种方法的比较

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摘要

This paper presents four methods of constructing the confidence interval for the proportion p of the binomial distribution. Evidence in the literature indicates the standard Wald confidence interval for the binomial proportion is inaccurate, especially for extreme values of p . Even for moderately large sample sizes, the coverage probabilities of the Wald confidence interval prove to be erratic for extreme values of p . Three alternative confidence intervals, namely, Wilson confidence interval, Clopper-Pearson interval, and likelihood interval , are compared to the Wald confidence interval on the basis of coverage probability and expected length by means of simulation.
机译:本文呈现了四种构建置信区间的四种方法 P的二项分分布。 文献中的证据表明了标准的沃尔德置信区间隔为二项式比例是不准确的,特别是对于 p的极端值。 即使对于适度的样本尺寸,沃尔德置信区间的覆盖概率也是不稳定的 p的极端值。 将三个替代的置信区间,即威尔逊置信区间,卫生杆菌间隔和似然区间基于覆盖概率和预期长度通过模拟进行比较。

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