Coverage-adjusted Confidence Intervals for a Binomial Proportion
Article first published online: 29 MAY 2013
© 2013 Board of the Foundation of the Scandinavian Journal of Statistics.
Scandinavian Journal of Statistics
Volume 41, Issue 2, pages 291–300, June 2014
How to Cite
Thulin, M. (2014), Coverage-adjusted Confidence Intervals for a Binomial Proportion. Scandinavian Journal of Statistics, 41: 291–300. doi: 10.1111/sjos.12021
- Issue published online: 6 MAY 2014
- Article first published online: 29 MAY 2013
- Manuscript Accepted: 7 DEC 2012
- Manuscript Revised: 22 NOV 2012
- Manuscript Received: 14 JUL 2012
- binomial distribution;
- confidence interval;
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 that incorporate prior or posterior beliefs into the interval. Using heatmap-type plots for comparing confidence intervals, we show that the coverage-adjusted intervals have satisfying coverage and shorter expected lengths than competing intervals found in the literature.