Exact average coverage probabilities and confidence coefficients of confidence intervals for discrete distributions

Statistics and Computing

Volumn 19, Issue 2, 2009, Pages 139-148

  Wang, Hsiuying ^a,b  

^a INSTITUTE OF STATISTICAL SCIENCE   (Taiwan)

^b NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

Confidence coefficient; Confidence interval; Coverage probability; Discrete distribution

Indexed keywords

EID: 59849105766     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-008-9077-8     Document Type: Article

References (11)

1. A. Agresti B.A. Coull 1998 Approximate is better than "exact" for interval estimation of binomial proportions Am. Stat. 52 119 126
2. C.R. Blyth H.A. Still 1983 Binomial confidence intervals J. Am. Stat. Assoc. 78 108 116
3. L.D. Brown T. Cai A. DasGupta 2002 Confidence intervals for a binomial and asymptotic expansions Ann. Stat. 30 160 201
4. L.D. Brown T. Cai A. DasGupta 2003 Interval estimation in exponential families Stat. Sin. 13 19 49
5. C.J. Clopper E.S. Pearson 1934 The use of confidence or fiducial limits illustrated in the case of the binomial Biometrika 26 404 413
6. Lehmann, E.L.: Testing Statistical Hypotheses, 2nd edn. Wiley, New York (1986)
7. E.L. Lehmann W.Y. Loh 1990 Pointwise versus uniform robustness of some large-sample tests and confidence intervals Scand. J. Stat. 17 177 187
8. Stein, C.: On the coverage probability of confidence sets based on a prior distribution. In: Sequential Methods in Statistics. Banach Center Publ., vol. 16, pp. 485-514. PWN, Warsaw (1985)
9. Wang, H.: The monotone bound property and the full coverage property of confidence intervals for a binomial proportion. Technical report (2006)
10. H. Wang 2007 Exact confidence coefficients of confidence intervals for a binomial proportion Stat. Sin. 17 361 368
11. M. Woodroofe 1986 Very weak expansions for sequential confidence levels Ann. Stat. 14 1049 1067