Article ID Journal Published Year Pages File Type
417833 Computational Statistics & Data Analysis 2009 6 Pages PDF
Abstract

The Wilson score confidence interval for a binomial proportion has been widely applied in practice, due largely to its good performance in finite samples and its simplicity in calculation. We propose its use in setting confidence limits for a linear function of binomial proportions using the method of variance estimates recovery. Exact evaluation results show that this approach provides intervals that are narrower than the ones based on the adjusted Wald interval while aligning the mean coverage with the nominal level.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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