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Re: st: Binomial confidence intervals


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Binomial confidence intervals
Date   Wed, 08 Sep 2004 07:03:16 -0500

At 11:47 AM 9/8/2004 +0100, Paul Seed wrote:
Dear all,

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
small samples.
A few key quotes:

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 standard one."

p. 113 - "The Clopper–Pearson interval is wastefully conservative and is not a good choice for practical use."




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Richard Williams, Notre Dame Dept of Sociology
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