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

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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.