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A NEW SHORT EXACT GEOMETRIC CONFIDENCE INTERVAL |
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| Authors: | John Byrne |
| Institution: | RMIT University |
| Abstract: | For discrete distributions, the standard method of producing a two‐sided confidence interval generates an interval that is exact but conservative. This paper proposes a new algorithm to produce a short exact geometric confidence interval with proven properties, and compares the new interval with the standard interval. |
| Keywords: | discrete data confidence interval geometric distribution |