Exact confidence coefficients of simultaneous confidence intervals for multinomial proportions

Simultaneous Confidence Intervals and Sample Size Determination for Multinomial Proportions

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An exact confidence set for two binomial proportions and exact unconditional confidence intervals for the difference and ratio of proportions

An exact joint confidence set is proposed for two binomial parameters estimated from independent samples. Its construction relies on inverting the minimum volume test, a two-dimensional analogue of Sterne’s test for a single probability. The algorithm involves computer-intensive exact computation based on binomial probabilities. The proposed confidence set has good coverage properties and it pe...

Approximate simultaneous confidence intervals for multiple contrasts of binomial proportions.

Simultaneous confidence intervals for contrasts of means in a one-way layout with several independent samples are well established for Gaussian distributed data. Procedures addressing different hypotheses are available, such as all pairwise comparisons or comparisons to control, comparison with average, or different tests for order-restricted alternatives. However, if the distribution of the re...

Exact Confidence Intervals

Exact average coverage probabilities and confidence coefficients of confidence intervals for discrete distributions

For a confidence interval (L(X),U(X)) of a parameter θ in one-parameter discrete distributions, the coverage probability is a variable function of θ . The confidence coefficient is the infimum of the coverage probabilities, infθ Pθ (θ ∈ (L(X),U(X))). Since we do not know which point in the parameter space the infimum coverage probability occurs at, the exact confidence coefficients are unknown....