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Interval estimation of a small proportion via inverse sampling

Author

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  • Ling-Yau Chan
  • Rahul Mukerjee

Abstract

On the basis of a negative binomial sampling scheme, we consider a uniformly most accurate upper confidence limit for a small but unknown proportion, such as the proportion of defectives in a manufacturing process. The optimal stopping rule, with reference to the twin criteria of the expected length of the confidence interval and the expected sample size, is investigated. The proposed confidence interval has also been compared with several others that have received attention in the recent literature.

Suggested Citation

  • Ling-Yau Chan & Rahul Mukerjee, 2010. "Interval estimation of a small proportion via inverse sampling," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(3), pages 425-433.
    • Handle: RePEc:taf:japsta:v:37:y:2010:i:3:p:425-433
    DOI: 10.1080/02664760802715880
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