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Abstract:
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.
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METRIKA
ISSN: 0026-1335
Year: 2014
Issue: 5
Volume: 77
Page: 635-646
0 . 7 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:81
JCR Journal Grade:4
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 9
SCOPUS Cited Count: 12
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 9
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