Simple Closed-Form Confidence Intervals for Some Functions of Binomial Proportions with Comparisons

• Activity Number: 78
• Type: Contributed
• Date/Time: Sunday, August 3, 2014 : 4:00 PM to 5:50 PM
• Sponsor: Section on Statistical Computing
• Author(s): Meesook Lee*+
• Companies: South Louisiana Community College
• Keywords: Beta distribution ; Constrained MLEs ; Score test ; Precision ; Powers ; Wald test

Abstract

Approximate closed-form confidence intervals (CIs) for estimating the difference, relative risk, odds ratio and linear combination of proportions are proposed. These CIs are developed using the fiducial approach and the modified normal-based approximation to the percentiles of a linear combination of independent random variables. These CIs are easy to calculate as the computation requires only the percentiles of beta distributions. The proposed CIs are compared with the popular score CIs with respect to coverage probabilities and expected widths. Comparison studies indicate that the proposed CIs are comparable with the corresponding score CIs, and better in some cases, for all the problems considered. The methods are illustrated using several examples.