A Simple Graphical Way of Evaluating Coverage and Directional Non-coverages
Evaluation of the coverage probability and, more recently, of the intervalar location of confidence intervals, is a useful procedure if exact and asymptotic methods for constructing confidence intervals are used for some populacional parameter. In this paper, a simple graphical procedure is presented to execute this kind of evaluation in confidence methods for linear combinations of k independent binomial proportions. Our proposal is based on the representation of the mesial and distal non-coverage probabilities on a plane. We carry out a simulation study to show how this graphical representation can be interpreted and used as a basis for the evaluation of intervalar location of confidence interval methods.
KeywordsCoverage probability Mesial and distal non-coverage probabilities
This work was partially supported by Portuguese funds through the CIDMA - Center for Research and Development in Mathematics and Applications, and the Portuguese Foundation for Science and Technology (FCT – Fundação para a Ciência e a Tecnologia), within project UID/MAT/04106/2013.
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