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Two-tailed asymptotic inferences for a proportion

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  • Antonio Mart�n Andr�s
  • Mar�a �lvarez Hern�ndez

Abstract

This paper evaluates 29 methods for obtaining a two-sided confidence interval for a binomial proportion (16 of which are new proposals) and comes to the conclusion that: Wilson's classic method is only optimal for a confidence of 99%, although generally it can be applied when n ≥50; for a confidence of 95% or 90%, the optimal method is the one based on the arcsine transformation (when this is applied to the data incremented by 0.5), which behaves in a very similar manner to Jeffreys' Bayesian method. A simpler option, though not so good as those just mentioned, is the classic-adjusted Wald method of Agresti and Coull.

Suggested Citation

  • Antonio Mart�n Andr�s & Mar�a �lvarez Hern�ndez, 2014. "Two-tailed asymptotic inferences for a proportion," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(7), pages 1516-1529, July.
    • Handle: RePEc:taf:japsta:v:41:y:2014:i:7:p:1516-1529
    DOI: 10.1080/02664763.2014.881783
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