Improving interval estimation of binomial proportions
نویسندگان
چکیده
In this paper, we propose one new confidence interval for the binomial proportion; our interval is based on the Edgeworth expansion of a logit transformation of the sample proportion. We provide theoretical justification for the proposed interval and also compare the finite-sample performance of the proposed interval with the three best existing intervals-the Wilson interval, the Agresti-Coull interval and the Jeffreys interval-in terms of their coverage probabilities and expected lengths. We illustrate the proposed method in two real clinical studies.
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