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A note on bootstrap confidence intervals for proportions

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  • Wang, Weizhen

Abstract

We first show that any 1−α bootstrap percentile confidence interval for a proportion based on a binomial random variable has an infimum coverage probability zero for any sample size. This result is then extended to intervals for the difference, the relative risk and the odds ratio of two proportions as well as other types of bootstrap intervals.

Suggested Citation

  • Wang, Weizhen, 2013. "A note on bootstrap confidence intervals for proportions," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2699-2702.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:12:p:2699-2702
    DOI: 10.1016/j.spl.2013.09.005
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    References listed on IDEAS

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    1. Rudolf Beran, 1997. "Diagnosing Bootstrap Success," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 1-24, March.
    2. Li, Zhiguo & Taylor, Jeremy M. G. & Nan, Bin, 2010. "Construction of Confidence Intervals and Regions for Ordered Binomial Probabilities," The American Statistician, American Statistical Association, vol. 64(4), pages 291-298.
    3. Donald W. K. Andrews, 2000. "Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space," Econometrica, Econometric Society, vol. 68(2), pages 399-406, March.
    4. Joseph Romano, 1988. "Bootstrapping the mode," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(3), pages 565-586, September.
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