An inductive order construction for the difference of two dependent proportions

Weizhen Wang

Statistics & Probability Letters, 2012, vol. 82, issue 8, 1623-1628

Abstract: This paper concerns interval estimation for the difference of two dependent proportions. An order on the sample space is constructed using an inductive method; then the smallest one-sided 1−α confidence interval under the order is derived. This interval is admissible under the set inclusion criterion, and is illustrated in two examples. An R-code is used to compute the proposed order and interval.

Keywords: Confidence interval; Coverage probability; Multinomial distribution; Order; Set inclusion (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2012.03.035

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