On small-sample confidence intervals for parameters in discrete distributions

被引：148

作者：

Agresti, A ^{[1
]}

Min, YY ^{[1
]}

机构：

[1] Univ Florida, Dept Stat, Gainesville, FL 32611 USA

来源：

BIOMETRICS | 2001年 / 57卷 / 03期

关键词：

binomial distribution; Clopper-Pearson interval; difference of proportions; exact test; odds ratio; proportion; relative risk; tail method;

D O I：

10.1111/j.0006-341X.2001.00963.x

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

The traditional definition of a confidence interval requires the coverage probability at any value of the parameter to be at least the nominal confidence level. In constructing such intervals for parameters in discrete distributions, less conservative behavior results from inverting a single two-sided test than inverting two separate one-sided tests of half the nominal level each. We illustrate for a variety of discrete problems, including interval estimation of a binomial parameter, the difference and the ratio of two binomial parameters for independent samples, and the odds ratio.

引用

页码：963 / 971

页数：9

共 44 条

[1] Simple and effective confidence intervals for proportions and differences of proportions result from adding two successes and two failures [J].