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Confidence coefficient of approximate two‐sided confidence intervals for the binomial probability

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  • John E. Angus

Abstract

The confidence coefficient of a two‐sided confidence interval for the binomial parameter p is the infimum of the coverage probability of the interval as p ranges between 0 and 1. The confidence coefficients for five different approximate confidence intervals are computed and compared to the confidence coefficient for the two‐sided Clopper‐Pearson confidence interval. Pratt's approximation method [10] yields virtually the same confidence coefficients as the Clopper‐Pearson interval, and is easily computed without resorting to interative methods.

Suggested Citation

  • John E. Angus, 1987. "Confidence coefficient of approximate two‐sided confidence intervals for the binomial probability," Naval Research Logistics (NRL), John Wiley & Sons, vol. 34(6), pages 845-851, December.
    • Handle: RePEc:wly:navres:v:34:y:1987:i:6:p:845-851
    DOI: 10.1002/1520-6750(198712)34:63.0.CO;2-D
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    Cited by:

    1. Liu, W. & Bailey, B. J. R., 2002. "Sample size determination for constructing a constant width confidence interval for a binomial success probability," Statistics & Probability Letters, Elsevier, vol. 56(1), pages 1-5, January.

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