Ja n 20 09 Coverage Probability of Wald Interval for Binomial Parameters ∗
نویسنده
چکیده
In this paper, we develop an exact method for computing the minimum coverage probability of Wald interval for estimation of binomial parameters. Similar approach can be used for other type of confidence intervals. 1 Wald Interval Let X be a Bernoulli random variable with distribution Pr{X = 1} = 1−Pr{X = 0} = p ∈ (0, 1). Let X1, · · · ,Xn be i.i.d. random samples of X. Let K = ∑n i=1 Xi. The widely-used Wald interval is [L,U ] with lower confidence limit
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