A note on confidence interval estimation for a linear function of binomial proportions
AbstractThe Wilson score confidence interval for a binomial proportion has been widely applied in practice, due largely to its good performance in finite samples and its simplicity in calculation. We propose its use in setting confidence limits for a linear function of binomial proportions using the method of variance estimates recovery. Exact evaluation results show that this approach provides intervals that are narrower than the ones based on the adjusted Wald interval while aligning the mean coverage with the nominal level.
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 53 (2009)
Issue (Month): 4 (February)
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Web page: http://www.elsevier.com/locate/csda
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- Price, Robert M. & Bonett, Douglas G., 2004. "An improved confidence interval for a linear function of binomial proportions," Computational Statistics & Data Analysis, Elsevier, vol. 45(3), pages 449-456, April.
- Zou, Guang Yong & Taleban, Julia & Huo, Cindy Y., 2009. "Confidence interval estimation for lognormal data with application to health economics," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3755-3764, September.
- Zou, G.Y., 2010. "Confidence interval estimation under inverse sampling," Computational Statistics & Data Analysis, Elsevier, vol. 54(1), pages 55-64, January.
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