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題 名 | The Evaluation of Confidence Sets with Application to Binomial Intervals |
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作 者 | Edwardes,Michael D. deB.; | 書刊名 | Statistica Sinica |
卷 期 | 8:2 1998.04[民87.04] |
頁 次 | 頁393-409 |
分類號 | 319.5 |
關鍵詞 | Average coverage; Binomial proportion; Confidence intervals; Continuity correction; Coverage; Expected volume; Expected width; Logit; Neyman shortness; Selectivity; |
語 文 | 英文(English) |
英文摘要 | An expected volume coefficient (EV) is defined and proposed to displace volume and selectivity as criteria for the evaluation of confidence sets, and a proposal for evaluation is given. This proposal addresses anomalies that occur with sets based on discrete probability distributions; for example, that classical exact confidence intervals are wider than approximate ones. Options for the other key criterion, coverage, range from attaining average coverage, a liberal (i.e., leading to smaller sets) criterion, to attaining coverage for all values of the unknown parameter and all sample sizes, a very conservative criterion for sets based on discrete distributions. Use of EV is demonstrated with two-sided confidence intervals for the binomial probability parameter, leading to new recommendations; in particular, a Wald logit interval with negative continuity correction. |
本系統中英文摘要資訊取自各篇刊載內容。