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Per Gösta Andersson: Interval estimation for a binomial proportion

Time: Mon 2019-04-01 15.15 - 16.15

Location: Room F11, Lindstedtsv. 22, KTH

Lecturer: Per Gösta Andersson


The construction of a confidence interval for the binomial parameter p is an elementary, yet not trivial problem. Many procedures, using e.g. normal approximation, have been suggested over the years, some of which will be presented and commented upon. We will start by looking at the still widely used Wald interval and highlight its erratic and generally bad behaviour, before moving on to intervals with substantially improved properties. Properties of intervals can be investigated through numerical studies and/or by formal two term Edgeworth expansions. Priority will be given to accurate coverage probability, although interval length is important to take into consideration.

Belongs to: Department of Mathematics
Last changed: Mar 22, 2019