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arXiv · 1204.5894

Coverage-adjusted confidence intervals for a binomial proportion

Måns Thulin
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Abstract

We consider the classic problem of interval estimation of a proportion $p$ based on binomial sampling. The "exact" Clopper-Pearson confidence interval for $p$ is known to be unnecessarily conservative. We propose coverage-adjustments of the Clopper-Pearson interval using prior and posterior distributions of $p$. The adjusted intervals have improved coverage and are often shorter than competing intervals found in the literature. Using new heatmap-type plots for comparing confidence intervals, we find that the coverage-adjusted intervals are particularly suitable for $p$ close to 0 or 1.

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Måns Thulin. 2012-04-26. Coverage-adjusted confidence intervals for a binomial proportion. https://doi.org/10.1111/sjos.12021

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