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Confidence intervals for two sample binomial distribution |
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| Authors: | Lawrence Brown Xuefeng Li |
| Affiliation: | aStatistics Department, Wharton School, University of Pennsylvania, 3730 Walnut Street., Philadelphia, PA 19104-6340, USA bDivision of Biostatistics, Center for Devices and Radiological Health, Food and Drug Administration, 1350 Piecard drive, Rockville, MD 20850, USA |
| Abstract: | This paper considers confidence intervals for the difference of two binomial proportions. Some currently used approaches are discussed. A new approach is proposed. Under several generally used criteria, these approaches are thoroughly compared. The widely used Wald confidence interval (CI) is far from satisfactory, while the Newcombe's CI, new recentered CI and score CI have very good performance. Recommendations for which approach is applicable under different situations are given. |
| Keywords: | Confidence intervals Binomial distribution Two-sample problem Wald interval Newcombe's interval Jeffrey's prior |
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