most recent 30 from http://mathoverflow.net 2013-05-24T15:44:25Z http://mathoverflow.net/feeds/question/65973 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/65973/confidence-intervals-for-binomial-proportion Semen Podkorytov 2011-05-25T16:47:26Z 2011-05-26T07:57:05Z

<p>Is it true that Wilson score interval with continuity correction is strictly conservative? I mean, is its actual coverage probability always not less than its nominal confidence coefficient?</p> <p>UPDATE: no, see Newcombe (1998) <a href="http://www.stats.org.uk/statistical-inference/Newcombe1998.pdf" rel="nofollow">http://www.stats.org.uk/statistical-inference/Newcombe1998.pdf</a></p> <p>If not, are there confidence intervals for binomial proportion which are 1) strictly conservative, 2) easily computable by explicit formulas, 3) of practical value?</p> <p>For the Agresti-Coull interval, it is known that its actual (minimum) coverage probability depends on n and is less than its nominal confidence coefficient. Is it known whether the actual coverage probability approaches the nominal confidence coefficient as n goes to infinity?</p>