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A Comparison Of Confidence Intervals For The Binomial Parameter

Posted on:2009-03-09Degree:MasterType:Thesis
Country:ChinaCandidate:D LiFull Text:PDF
GTID:2120360245954647Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
This paper revisits one of the most basic and methodologically important problems in statistical practice, namely, interval estimation of the probability of success in binomial distribution. Firstly, we discuss several two-sided confidence intervals of binominal distribution such as: the Standard interval, the Wilson interval, the Agresti-Coull interval, Jeffreys interval, and do some comparative analysis among them, mainly consider the average converage probability and the average expected length of the confidence intervals. To amend《Standard of People's Republic of China National - Statistical interpertation of data One-sided reliablility confidence lower limit (Binomial distribution)》, we discuss one-sided confidence interval on the basis of two-sided confidence interval, and have obtained estimates with similar properties of two-sided confidence interval.
Keywords/Search Tags:binomial distribution, two-sided confidence interval, one-sided confidence interval, coverage probability, confidence level, Edgeworth expansion
PDF Full Text Request
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