Work

Confidence intervals for average success probabilities

Year: 2014
Type: preprint
Abstract: We provide Buehler-optimal one-sided and some valid two-sided confidence intervals for the average success probability of a possibly inhomogeneous fixed length Bernoulli chain, based on the number of observed successes. Contrary to some claims in the literature, the one-sided Clopper-Pearson intervals for the homogeneous case are not completely robust here, not even if applied to hypergeometric estimation problems.
Language: English
Open Access status: green
OpenAlex ID: W1569066646
Cites: 11
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Related to: 10