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Re: st: Binomial confidence intervals
At 11:47 AM 9/8/2004 +0100, Paul Seed wrote:
A few key quotes:
As I don't have access to a decent Stats library here, I tried to obtain
the recommended paper (Brown, Cai, & DasGupta.
Interval Estimation for a Binomial Proportion. Statistical Science, 2001,
16, pp. 101-133.) over the internet; but it is currently behind a "rolling
firewall", until 2005.
Would anyone who has seen it hazard a comment on which of the
new methods - Wilson, Jeffreys or Agresti they would prefer for
p. 115 - "Based on this analysis, we recommend the Wilson or the
equal-tailed Jeffreys prior interval for small n (n is less than or equal
to 40). These two intervals are comparable in both absolute error and
length for n is less than or equal to 40, and we believe that either could
be used, depending on taste."
p. 115 - "For larger n, the Wilson, the Jeffreys and the Agresti–Coull
intervals are all comparable, and the Agresti–Coull interval is the
simplest to present....we recommend the Agresti–Coull interval for
practical use when n is greater than or equal to 40. Even for small sample
sizes, the easy-to-present Agresti–Coull interval is much preferable to the
p. 113 - "The Clopper–Pearson interval is wastefully conservative and is
not a good choice for practical use."
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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