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231225s2020 xx |||||o 00| ||eng c |
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|a 10.1080/00949655.2019.1672695
|2 doi
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|a eng
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|a Lyles, Robert H
|e verfasserin
|4 aut
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| 245 |
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|a Calibrated Bayesian Credible Intervals for Binomial Proportions
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|c 2020
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|a Text
|b txt
|2 rdacontent
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|a ƒaComputermedien
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|a ƒa Online-Ressource
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|a Date Revised 01.01.2021
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|a published: Print-Electronic
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|a Citation Status PubMed-not-MEDLINE
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|a Drawbacks of traditional approximate (Wald test-based) and exact (Clopper-Pearson) confidence intervals for a binomial proportion are well-recognized. Alternatives include an interval based on inverting the score test, adaptations of exact testing, and Bayesian credible intervals derived from uniform or Jeffreys beta priors. We recommend a new interval intermediate between the Clopper-Pearson and Jeffreys in terms of both width and coverage. Our strategy selects a value κ between 0 and 0.5 based on stipulated coverage criteria over a grid of regions comprising the parameter space, and bases lower and upper limits of a credible interval on Beta(κ, 1- κ) and Beta(1- κ, κ) priors, respectively. The result tends toward the Jeffreys interval if the criterion is to ensure an average overall coverage rate (1-α) across a single region of width 1, and toward the Clopper-Pearson if the goal is to constrain both lower and upper lack of coverage rates at α/2 with region widths approaching zero. We suggest an intermediate target that ensures all average lower and upper lack of coverage rates over a specified set of regions are ≤ α/2. Interval width subject to these criteria is readily optimized computationally, and we demonstrate particular benefits in terms of coverage balance
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|a Journal Article
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|a Approximate inference
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| 650 |
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|a Confidence interval
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|a Exact inference
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| 650 |
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|a Lower bound
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| 650 |
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|a Upper bound
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| 700 |
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|a Weiss, Paul
|e verfasserin
|4 aut
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| 700 |
1 |
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|a Waller, Lance A
|e verfasserin
|4 aut
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| 773 |
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|i Enthalten in
|t Journal of statistical computation and simulation
|d 1999
|g 90(2020), 1 vom: 28., Seite 75-89
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|x 0094-9655
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| 773 |
1 |
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|g volume:90
|g year:2020
|g number:1
|g day:28
|g pages:75-89
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|u http://dx.doi.org/10.1080/00949655.2019.1672695
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