doi: 10.1002/sim.8189.
Epub 2019 May 17.
Ensemble confidence intervals for binomial proportions
Affiliations
- PMID: 31099897
- DOI: 10.1002/sim.8189
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Ensemble confidence intervals for binomial proportions
Stat Med.
.
Abstract
We propose two measures of performance for a confidence interval for a binomial proportion p: the root mean squared error and the mean absolute deviation. We also devise a confidence interval for p based on the actual coverage function that combines several existing approximate confidence intervals. This "Ensemble" confidence interval has improved statistical properties over the constituent confidence intervals. Software in an R package, which can be used in devising and assessing these confidence intervals, is available on CRAN.
Keywords: binomial distribution; confidence interval; coverage; statistical computing.
© 2019 John Wiley & Sons, Ltd.
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