Confidence coefficient of approximate two‐sided confidence intervals for the binomial probability

John E. Angus

Naval Research Logistics (NRL), 1987, vol. 34, issue 6, 845-851

Abstract: The confidence coefficient of a two‐sided confidence interval for the binomial parameter p is the infimum of the coverage probability of the interval as p ranges between 0 and 1. The confidence coefficients for five different approximate confidence intervals are computed and compared to the confidence coefficient for the two‐sided Clopper‐Pearson confidence interval. Pratt's approximation method [10] yields virtually the same confidence coefficients as the Clopper‐Pearson interval, and is easily computed without resorting to interative methods.

Date: 1987
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https://doi.org/10.1002/1520-6750(198712)34:63.0.CO;2-D

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:34:y:1987:i:6:p:845-851

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