Seminar: Per Gösta Andersson, Department of Statistics, Stockholm University

Seminar

Date: Wednesday 22 May 2024

Time: 13.00 – 14.00

Location: Campus Albano, Lecture room 14, house 2, level 2

Confidence interval construction for a binomial p

Abstract

The Wald confidence interval has for a long time been the standard interval for a binomial p. Regrettably, it is still very much in use even if, as Phil Kott, RTI, so neatly has expressed it: “Everyone knows that the Wald interval stinks”. We will take a look at what other colleagues have to say and also at how our course books are dealing with this problem. Besides a display of the bad properties of the Wald interval, better alternatives will be presented.

References

Andersson, P.G. (2022). Approximate confidence intervals for a binomial p --- once again. Statistical Science 37, 598--606.

Andersson, P.G. (2023). The Wald confidence interval for a binomial p as an illuminating ``bad" example. The American Statistician 77, 443--448.

Andersson P.G. (2024). Confidence Interval for a Binomial p: Recommend the Wilson interval to Students, Chance 37, 13—15.

Brown, L.D., Cai, T.T. and DasGupta, A. (2001). Interval estimation for a binomial proportion. Statistical Science 16, 101--117.

Brown, L.D., Cai, T.T. and DasGupta, A. (2002). Confidence intervals for a binomial proportion and asymptotic expansions. The Annals of Statistics 30, 160--201.

Theme

Mathematics and Statistics

Last updated: May 13, 2024

Source: Department of Statistics

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