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A weighted score confidence interval for a binomial proportion

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Abstract

An alternative method of constructing a confidence interval for a binomial proportion is proposed. The proposed method, known as the weighted score interval, is obtained by applying a weight to the score interval leading to shortening or widening of the score interval depending on the choice of the weight. The weighted score interval is a general form of the score interval and is equivalent to the score interval when the weight is taken to be one. When an appropriate weight is chosen, simulation results indicate that the proposed interval performs better than the standard, Agresti-Coull and score intervals in terms of mean coverage probability and mean absolute error.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Zambia, Lusaka, Zambia

    Victor Mooto Nawa

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  1. Victor Mooto Nawa
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Nawa, V.M. A weighted score confidence interval for a binomial proportion. Jpn J Stat Data Sci 5, 133–147 (2022). https://doi.org/10.1007/s42081-022-00146-2

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  • DOI: https://doi.org/10.1007/s42081-022-00146-2

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