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http://dx.doi.org/10.5351/CKSS.2009.16.2.363

Choosing between the Exact and the Approximate Confidence Intervals: For the Difference of Two Independent Binomial Proportions  

Lee, Seung-Chun (Dept. of Statistics, Hanshin Univ.)
Publication Information
Communications for Statistical Applications and Methods / v.16, no.2, 2009 , pp. 363-372 More about this Journal
Abstract
The difference of two independent binomial proportions is frequently of interest in biomedical research. The interval estimation may be an important tool for the inferential problem. Many confidence intervals have been proposed. They can be classified into the class of exact confidence intervals or the class of approximate confidence intervals. Ore may prefer exact confidence interval s in that they guarantee the minimum coverage probability greater than the nominal confidence level. However, someone, for example Agresti and Coull (1998) claims that "approximation is better than exact." It seems that when sample size is large, the approximate interval is more preferable to the exact interval. However, the choice is not clear when sample, size is small. In this note, an exact confidence and an approximate confidence interval, which were recommended by Santner et al. (2007) and Lee (2006b), respectively, are compared in terms of the coverage probability and the expected length.
Keywords
Exact confidence interval; approximate confidence interval; coverage probability; expected length;
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Times Cited By KSCI : 2  (Citation Analysis)
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