Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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On the actual coverage probability of binomial parameter

이항모수의 신뢰구간추정량에 대한 실제포함확률에 관한 연구

  • Kim, Dae-Hak (School of Liberal Arts, Catholic University of Daegu)
  • 김대학 (대구가톨릭대학교 인성교양부)
  • Received : 2010.05.20
  • Accepted : 2010.06.10
  • Published : 2010.07.31
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Abstract

In this paper, various methods for finding confidence intervals for the p of binomial parameter are reviewed. We compare the performance of several confidence interval estimates in terms of actual coverage probability by small sample Monte Carlo simulation.

본 연구는 이항분포의 성공의 확률에 대한 신뢰구간추정량들을 비교분석하고자 한다. 일반적으로 대표본의 경우에 적용되는 잘 알려진 신뢰구간추정량과 소표본의 경우에도 적용될 수 있는 정확신뢰구간, 그리고 포아송 분포를 이용하여 구한 신뢰구간추정량과 연속성의 수정을 고려한 추정량들을 소 표본의 모의실험을 통하여 실제포함확률의 측면에서 비교하였다.

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References

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