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Confidence Intervals for the Difference of Binomial Proportions in Two Doubly Sampled Data

Lee, Seung-Chun

  • Received : 20100300
  • Accepted : 20100400
  • Published : 2010.05.31

Abstract

The construction of asymptotic confidence intervals is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The coverage behaviors of several likelihood based confidence intervals and a Bayesian confidence interval are examined. It is shown that a hierarchical Bayesian approach gives a confidence interval with good frequentist properties. Confidence interval based on the Rao score is also shown to have good performance in terms of coverage probability. However, the Wald confidence interval covers true value less often than nominal level.

Keywords

Profile likelihood;Rao score;hierarchical Bayesian approach;coverage probability;expected width;double sampling

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