Ensemble confidence intervals for binomial proportions.

Authors :: Park H
Leemis LM
Source :: Statistics in medicine [Stat Med] 2019 Aug 15; Vol. 38 (18), pp. 3460-3475. Date of Electronic Publication: 2019 May 17.
Publication Year :: 2019
Abstract: We propose two measures of performance for a confidence interval for a binomial proportion p: the root mean squared error and the mean absolute deviation. We also devise a confidence interval for p based on the actual coverage function that combines several existing approximate confidence intervals. This "Ensemble" confidence interval has improved statistical properties over the constituent confidence intervals. Software in an R package, which can be used in devising and assessing these confidence intervals, is available on CRAN.<br /> (© 2019 John Wiley & Sons, Ltd.)