Confidence curves and improved exact confidence intervals for discrete distributions

作者：Helge Blaker · 发表于：Canadian Journal of Statistics · 年份：2000 · 被引用次数：288 · 研究领域：Statistical Distribution Estimation and Applications、Statistical and Computational Modeling、Statistical Methods and Bayesian Inference

The author describes a method for improving standard “exact” confidence intervals in discrete distributions with respect to size while retaining correct level. The binomial, negative binomial, hypergeometric, and Poisson distributions are considered explicitly. Contrary to other existing methods, the author's solution possesses a natural nesting condition: if α < α', the 1 - α' confidence interval is included in the 1 - α interval. Nonparametric confidence intervals for a quantile are also considered.