Abstract
This paper discusses the classic but still current problem of interval estimation of a binomial proportion. Bootstrap methods are presented for constructing such confidence intervals in a routine, automatic way. Three confidence intervals for a binomial proportion are compared and studied by means of a simulation study, namely: the Wald confidence interval, the Agresti-Coull interval and the bootstrap-t interval. A new confidence interval, the Agresti-Coull interval with bootstrap critical values, is also introduced and its good behaviour related to the average coverage probability is established by means of simulations.
| Original language | English |
|---|---|
| Pages (from-to) | 1249-1263 |
| Journal | Journal of Statistical Computation and Simulation |
| Volume | 78 |
| Issue number | 12 |
| DOIs | |
| Publication status | Published - 2008 |
Subject classification (UKÄ)
- Probability Theory and Statistics
Free keywords
- Coverage probability
- Confidence intervals
- Bootstrap
- Agresti and Coull confidence interval
- Binomial distribution