A generalized Agresti–Coull type confidence interval for a binomial proportion

다국어 초록 (Multilingual Abstract)

One of the fundamental topics in statistical inference is constructing a confdence interval for a binomial proportion p. It is well known that commonly used asymp-totic confdence intervals, such as the Wilson and Agresti–Coull confdence inter-vals, sufer from systematic bias and oscillations in their coverage probabilities.
We generalize asymptotic confdence intervals, including the Wald, Wilson and Agresti–Coull intervals, and propose a generalized Agresti–Coull type confdence interval by adjusting the bias with the saddlepoint approximation. We compare the coverage probabilities and lengths of the proposed confdence interval with those of other popular asymptotic confdence intervals. We show that the proposed conf-dence interval is more stable than the Wilson interval at the boundaries of p and has a shorter length than the Agresti–Coull interval.

참고문헌 (Reference)

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