Journal
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Volume 131, Issue 1, Pages 63-88Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.jspi.2004.01.005
Keywords
Bayes; binomial distribution; confidence intervals; coverage probability; edgeworth expansion; expected length; hypothesis testing; Jeffreys prior; negative binomial distribution; normal approximation; Poisson distribution
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One-sided confidence intervals in the binomial, negative binomial, and Poisson distributions are considered. It is shown that the standard Wald interval suffers from a serious systematic bias in the coverage and so does the one-sided score interval. Alternative confidence intervals with better performance are considered. The coverage and length properties of the confidence intervals are compared through numerical and analytical calculations. Implications to hypothesis testing are also discussed. (C) 2004 Elsevier B.V. All rights reserved.
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