Ensemble confidence intervals for binomial proportions |
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| Authors: | Hayeon Park Lawrence M. Leemis |
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| Affiliation: | Department of Mathematics, The College of William & Mary, Williamsburg, Virginia |
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| Abstract: | We propose two measures of performance for a confidence interval for a binomial proportion p: the root mean squared error and the mean absolute deviation. We also devise a confidence interval for p based on the actual coverage function that combines several existing approximate confidence intervals. This “Ensemble” confidence interval has improved statistical properties over the constituent confidence intervals. Software in an R package, which can be used in devising and assessing these confidence intervals, is available on CRAN. |
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| Keywords: | binomial distribution confidence interval coverage statistical computing |
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