Plugin Confidence Intervals in Discrete Distributions
نویسنده
چکیده
The standard Wald interval is widely used in applications and textbooks because of its elementary motivation and simplicity of computation. It has been shown in several recent papers that the Wald interval suffers from a serious systematic negative bias in its coverage probability. In this article we propose confidence intervals in Binomial, Negative Binomial and Poisson distributions which have good coverage and parsimony properties while possess the same simple form as the Wald interval. We consider both one-sided and two-sided confidence intervals and give a unified treatment for all three distributions. The properties of the confidence intervals are studied through numerical and analytical calculations.
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