ENBIS-18 in Nancy

2 – 25 September 2018; Ecoles des Mines, Nancy (France) Abstract submission: 20 December 2017 – 4 June 2018

Short One-Sided Confidence Intervals for a Proportion

5 September 2018, 10:50 – 11:10


Submitted by
Jens Bischoff
Jens Bischoff (University of Wuerzburg), Rainer Göb (University of Wuerzburg)
Shortest frequentist confidence intervals for a proportion p under prior information have been discussed in the literature. In industrial practice, one-sided confidence intervals for p are often more relevant than two-sided intervals. In particular, in quality control and auditing one-sided upper limits are most relevant. Attempts for developing one-sided confidence intervals shorter than the classical Clopper-Pearson intervals have not been made yet. We present a concept of the volume of one-sided confidence intervals under prior information so that minimum volume intervals can be defined. The technique for constructing minimum volume intervals with prescribed pointwise coverage cannot be adapted from the two-sided case. As an alternative we consider the average coverage and derive intervals with smaller volume than the classical Clopper-Pearson under additional restrictions on the local pointwise coverage.
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