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Statistical properties of exact confidence intervals from discrete data using studentized test statistics

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  • Kabaila, Paul

Abstract

We consider exact confidence limits obtained from discrete data by inverting a hypothesis test based on a studentized test statistic. We show that these confidence limits (a) are nesting and (b) have greater large sample efficiency than Buehler confidence limits that are required to be nesting.

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  • Kabaila, Paul, 2008. "Statistical properties of exact confidence intervals from discrete data using studentized test statistics," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 720-727, April.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:6:p:720-727
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    References listed on IDEAS

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    1. Kabaila, Paul, 2001. "Better Buehler confidence limits," Statistics & Probability Letters, Elsevier, vol. 52(2), pages 145-154, April.
    2. Chris J. Lloyd & Paul Kabaila, 2003. "On the Optimality and Limitations of Buehler Bounds," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 45(2), pages 167-174, June.
    3. Alan Agresti & Yongyi Min, 2001. "On Small-Sample Confidence Intervals for Parameters in Discrete Distributions," Biometrics, The International Biometric Society, vol. 57(3), pages 963-971, September.
    4. Ivan S. F. Chan & Zhongxin Zhang, 1999. "Test-Based Exact Confidence Intervals for the Difference of Two Binomial Proportions," Biometrics, The International Biometric Society, vol. 55(4), pages 1202-1209, December.
    5. Kabaila, Paul & Lloyd, Chris J., 2003. "The efficiency of Buehler confidence limits," Statistics & Probability Letters, Elsevier, vol. 65(1), pages 21-28, October.
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