Confidence intervals for average success probabilities
Preprint
Abstract
We provide Buehler-optimal one-sided and some valid two-sided confidence intervals for the average success probability of a possibly inhomogeneous fixed length Bernoulli chain, based on the number of observed successes. Contrary to some claims in the literature, the one-sided Clopper-Pearson intervals for the homogeneous case are not completely robust here.Keywords
All Related Versions
This publication has 8 references indexed in Scilit:
- Letter to the Editor: Some comments on “On construction of the smallest one-sided confidence interval for the difference of two proportions”The Annals of Statistics, 2010
- Comparison of confidence intervals for large operational biometric data by parametric and non-parametric methods2010
- Description of a subfamily of the discrete pearson system as generalized-binomial distributionsStatistical Methods & Applications, 1995
- Monotone Convergence of Binomial Probabilities and a Generalization of Ramanujan's EquationThe Annals of Mathematical Statistics, 1968
- A Conservative Property of Binomial TestsThe Annals of Mathematical Statistics, 1960
- Confidence Intervals for the Product of Two Binomial ParametersJournal of the American Statistical Association, 1957
- On the Distribution of the Number of Successes in Independent TrialsThe Annals of Mathematical Statistics, 1956
- Some remarks on confidence or fiducial limitsBiometrika, 1954