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Author:

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

Indexed by:

Scopus SCIE

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.

Keyword:

Bootstrap percentile interval Average expected length Binomial distribution Coverage probability

Author Community:

  • [ 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

Reprint Author's Address:

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

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Source :

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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