Confidence intervals for average success probabilities

摘要

We provide Buehler-optimal one-sided and some valid two-sided confidenceintervals for the average success probability of a possibly inhomogeneous fixedlength Bernoulli chain, based on the number of observed successes. Contrary tosome claims in the literature, the one-sided Clopper-Pearson intervals for thehomogeneous case are not completely robust here, not even if applied tohypergeometric estimation problems.