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One-sided asymptotic inferences for a proportion

Author

Listed:
  • M. Álvarez Hernández
  • A. Martín Andrés
  • I. Herranz Tejedor

Abstract

Two-sided asymptotic confidence intervals for an unknown proportion p have been the subject of a great deal of literature. Surprisingly, there are very few papers devoted, like this article, to the case of one tail, despite its great importance in practice and the fact that its behavior is usually different from that of the case with two tails. This paper evaluates 47 methods and concludes that (1) the optimal method is the classic Wilson method with a correction for continuity and (2) a simpler option, almost as good as the first, is the new adjusted Wald method (Wald's classic method applied to the data increased in the values proposed by Borkowf: adding a single imaginary failure or success).

Suggested Citation

  • M. Álvarez Hernández & A. Martín Andrés & I. Herranz Tejedor, 2016. "One-sided asymptotic inferences for a proportion," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(9), pages 1738-1752, July.
    • Handle: RePEc:taf:japsta:v:43:y:2016:i:9:p:1738-1752
    DOI: 10.1080/02664763.2015.1117595
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    References listed on IDEAS

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    1. Andres, A. Martin & Mato, A. Silva, 1994. "Choosing the optimal unconditioned test for comparing two independent proportions," Computational Statistics & Data Analysis, Elsevier, vol. 17(5), pages 555-574, June.
    2. 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.
    3. A. Andrés & M. Sánchez Quevedo & J. Tapia García & A. Silva-Mato, 2005. "On the validity condition of the chi-squared test in 2×2 tables," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(1), pages 99-128, June.
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