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Interval estimation for a binomial proportion: a bootstrap approach

Mantalos, Panagiotis LU and Zografos, Konstantinos (2008) In Journal of Statistical Computation and Simulation 78(12). p.1249-1263
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.
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
Coverage probability, Confidence intervals, Bootstrap, Agresti and Coull confidence interval, Binomial distribution
in
Journal of Statistical Computation and Simulation
volume
78
issue
12
pages
1249 - 1263
publisher
Taylor & Francis
external identifiers
  • wos:000260497300010
  • scopus:55249098177
ISSN
1563-5163
DOI
10.1080/00949650701749356
language
English
LU publication?
yes
id
fdac035e-6df5-4a04-8c3a-ee5695684e50 (old id 1283896)
date added to LUP
2009-02-09 11:19:33
date last changed
2017-01-01 06:33:14
@article{fdac035e-6df5-4a04-8c3a-ee5695684e50,
  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.},
  author       = {Mantalos, Panagiotis and Zografos, Konstantinos},
  issn         = {1563-5163},
  keyword      = {Coverage probability,Confidence intervals,Bootstrap,Agresti and Coull confidence interval,Binomial distribution},
  language     = {eng},
  number       = {12},
  pages        = {1249--1263},
  publisher    = {Taylor & Francis},
  series       = {Journal of Statistical Computation and Simulation},
  title        = {Interval estimation for a binomial proportion: a bootstrap approach},
  url          = {http://dx.doi.org/10.1080/00949650701749356},
  volume       = {78},
  year         = {2008},
}