کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
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1148246 | 957826 | 2009 | 12 صفحه PDF | دانلود رایگان |
In this paper we revisit the classical problem of interval estimation for one-binomial parameter and for the log odds ratio of two binomial parameters. We examine the confidence intervals provided by two versions of the modified log likelihood root: the usual Barndorff-Nielsen's r*r* and a Bayesian version of the r*r* test statistic.For the one-binomial problem, this work updates the findings of Brown et al. [2003. Interval estimation in exponential families. Statistica Sinica 13, 19–49; 2002. Confidence intervals for a binomial proportion and asymptotic expansion. The Annals of Statistics 30, 160–201] and Cai [2005. One-sided confidence intervals in discrete distributions. Journal of Statistical Planning and Inference 131, 63–88] to higher-order methods. For the log odds ratio of two binomial parameters we show via Edgeworth expansion that both versions of the r*r* statistics give confidence intervals which nearly completely eliminate the systematic bias in the unconditional smooth coverage probability. We also give expansions for the length of the confidence intervals.
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 10, 1 October 2009, Pages 3393–3404