The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Constructing Simultaneous Confidence Intervals for the Difference of Proportions from Multivariate Binomial Distributions

  • Jeong, Hyeong-Chul (Dept. of Applied Statistics, University of Suwon) ;
  • Kim, Dae-Hak (School of Computer & Information Communications, Catholic University of Daegu)
  • Published : 2009.02.28
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Abstract

In this paper, we consider simultaneous confidence intervals for the difference of proportions between two groups taken from multivariate binomial distributions in a nonparametric way. We briefly discuss the construction of simultaneous confidence intervals using the method of adjusting the p-values in multiple tests. The features of bootstrap simultaneous confidence intervals using non-pooled samples are presented. We also compute confidence intervals from the adjusted p-values of multiple tests in the Westfall (1985) style based on a pooled sample. The average coverage probabilities of the bootstrap simultaneous confidence intervals are compared with those of the Bonferroni simultaneous confidence intervals and the Sidak simultaneous confidence intervals. Finally, we give an example that shows how the proposed bootstrap simultaneous confidence intervals can be utilized through data analysis.

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References

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