 An exact confidence set for two binomial proportions and exact unconditional confidence intervals for the difference and ratio of proportionsJeno Reiczigel, Zsolt Abonyi-Tóth and Júlia Singer Computational Statistics & Data Analysis, 2008, vol. 52, issue 11, 5046-5053 Abstract: An exact joint confidence set is proposed for two binomial parameters estimated from independent samples. Its construction relies on inverting the minimum volume test, a two-dimensional analogue of Sterne's test for a single probability. The algorithm involves computer-intensive exact computation based on binomial probabilities. The proposed confidence set has good coverage properties and it performs much better than the likelihood-based confidence set for the same problem. Applying the principle of intersection-union tests, the method can be used to derive exact tests and confidence intervals for functions of the two binomial parameters. Based on this, new exact unconditional two-sided confidence intervals are proposed for the risk difference and risk ratio. The performance of the new intervals is comparable to that of certain well-known confidence intervals in small samples. Extension of the methods described to two hypergeometric or two Poisson variables is straightforward. Date: 2008 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:52:y:2008:i:11:p:5046-5053 Access Statistics for this article Computational Statistics & Data Analysis is currently edited by S.P. Azen More articles in Computational Statistics & Data Analysis from Elsevier |
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