Exploring Some of the Confidence Intervals for a Binomial Parameter Using Bayesian Approach

• Main Authors: Po-Huai Lee, 李柏淮
• Other Authors: 婁國仁
• Format: Others
• Language: zh-TW
• Published: 2007
• Online Access: http://ndltd.ncl.edu.tw/handle/12785997915924995186

碩士 === 淡江大學 === 管理科學研究所碩士班 === 95 === The simple problem of providing a confidence interval for the estimate of a binomial parameter can prove to be quite interesting. There are variety of competing intervals to choose from, using both frequentist and Bayes methods. A reasonable criterion for comparing these confidence intervals are coverage probability and expected length. For the estimate of a binomial parameter “Propotion”,the Standard approximate convidence interval has rather poor performance as we expected in small sample size condition. This article, we choose “Standard approximate” , ” Conservative”, ” Wilson”, ” Exact” and “Bayes credible with non-informative prior”. In this framework, we compare these confidence intervals performance with small sample size condition. In addition, we discusse each of these confidence intervals properties.we hope that we can fine a appropriate confidence interval to let the coverage probability reach confidence level (1- ) with sample size condition.