Re: st: Binomial confidence intervals

[Richard Williams <Richard.A.Williams.5@nd.edu>]

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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