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Optimal Explicit Binomial Confidence Interval with Guaranteed Coverage Probability

2008/04/09 by Xinjia Chen, Chen, Xinjia
Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Statistics Theory (math.ST) #math.ST #stat.CO #stat.TH

paper · pdf · doi:10.48550/arxiv.0804.1393

6 pages, no figure

arxiv created 2009/01/30 · arxiv updated 2009/12/01

Abstract

In this paper, we develop an approach for optimizing the explicit binomial confidence interval recently derived by Chen et al. The optimization reduces conservativeness while guaranteeing prescribed coverage probability.

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