A note about the chaotic behavior of the Wald Interval for a binomial proportion
It is well known that the coverage probability of the standard Wald confidence interval to estimate a binomial proportion has a very erratic behavior as a function of the parameters n (sample size) and p (probability of success) . Till now it has been thought that this behavior was “basically unpred...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2011 |
| País: | España |
| Institución: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/100165 |
| Acceso en línea: | https://hdl.handle.net/11441/100165 |
| Access Level: | acceso abierto |
| Palabra clave: | Binomial distribution Confidence interval Coverage probability |
| Sumario: | It is well known that the coverage probability of the standard Wald confidence interval to estimate a binomial proportion has a very erratic behavior as a function of the parameters n (sample size) and p (probability of success) . Till now it has been thought that this behavior was “basically unpredictable”. Nevertheless, the analysis of this behavior allows to obtain a formula that provides, for a fixed p, all the sample sizes in which the coverage probability decreases sharply from n-1 to n. |
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